+30.9%
DOCU vs ESTC
+25.2%
+5.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +5.3% |
| 7D | +6.9% | -8.1% | +15.0% | +9.8% |
| 30D | +19.0% | +31.7% | -12.7% | +6.7% |
| 3M | +34.3% | +41.1% | -6.8% | +17.4% |
| 6M | +48.0% | +77.1% | -29.1% | +19.7% |
| YTD | 0.0% | +21.7% | -21.7% | -9.6% |
| 1Y | -10.3% | +8.4% | -18.7% | -16.9% |
| All | +30.9% | +25.2% | +5.7% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling