-10.3%
DOCU vs ESTC
+7.3%
-17.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +5.7% |
| 7D | +6.9% | -8.1% | +15.0% | +10.7% |
| 30D | +19.0% | +31.7% | -12.7% | +2.1% |
| 3M | +34.3% | +41.1% | -6.8% | +11.0% |
| 6M | +48.0% | +77.1% | -29.1% | +10.0% |
| YTD | 0.0% | +21.7% | -21.7% | -16.9% |
| 1Y | -10.3% | +8.4% | -18.7% | -24.0% |
| All | -10.3% | +7.3% | -17.5% | -24.0% |
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