+74.3%
DOCU vs ESTC
+20.3%
+54.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | +1.2% |
| 7D | -3.2% | -18.5% | +15.3% | +7.2% |
| 30D | +15.7% | -11.0% | +26.7% | +22.0% |
| 3M | +37.3% | +20.8% | +16.5% | +21.0% |
| 6M | +63.1% | +67.9% | -4.8% | +20.7% |
| YTD | +15.4% | +11.6% | +3.8% | +4.3% |
| 1Y | +11.3% | -3.3% | +14.6% | +6.7% |
| 3Y | +92.1% | +16.4% | +75.7% | +39.4% |
| 5Y | -70.5% | -49.9% | -20.6% | -67.9% |
| All | +74.3% | +20.3% | +54.0% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling