-73.2%
DOCS vs ESTC
-46.4%
-26.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -0.9% |
| 7D | -1.4% | -8.1% | +6.7% | +1.9% |
| 30D | +21.8% | +31.7% | -9.9% | +8.2% |
| 3M | +27.3% | +41.1% | -13.8% | +9.7% |
| 6M | -0.3% | +77.1% | -77.4% | -22.3% |
| YTD | -40.5% | +21.7% | -62.2% | -46.8% |
| 1Y | -61.5% | +8.4% | -69.9% | -64.9% |
| 3Y | +8.2% | +23.6% | -15.4% | -22.4% |
| All | -73.2% | -46.4% | -26.8% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling