+39.3%
DOCS vs ESTC
+84.1%
-44.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.8% |
| 7D | +1.2% | -15.9% | +17.1% | +10.3% |
| 30D | +21.3% | -5.5% | +26.8% | +24.0% |
| 3M | +58.4% | +26.2% | +32.2% | +33.8% |
| 6M | +39.3% | +77.0% | -37.7% | +0.9% |
| All | +39.3% | +84.1% | -44.8% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling