-48.1%
DOCS vs ESTC
-4.6%
-43.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.1% | +1.8% | -2.1% |
| 7D | -1.3% | -18.5% | +17.2% | +6.1% |
| 30D | +19.4% | -11.0% | +30.4% | +24.1% |
| 3M | +53.4% | +20.8% | +32.6% | +42.8% |
| 6M | +28.8% | +67.9% | -39.1% | +11.6% |
| YTD | -25.1% | +11.6% | -36.7% | -37.7% |
| 1Y | -48.1% | -3.3% | -44.9% | -58.9% |
| All | -48.1% | -4.6% | -43.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling