-70.5%
DOCU vs ESTC
-51.6%
-18.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | +1.3% |
| 7D | -3.2% | -18.5% | +15.3% | +7.6% |
| 30D | +15.7% | -11.0% | +26.7% | +22.2% |
| 3M | +37.3% | +20.8% | +16.5% | +20.2% |
| 6M | +63.1% | +67.9% | -4.8% | +18.9% |
| YTD | +15.4% | +11.6% | +3.8% | +3.6% |
| 1Y | +11.3% | -3.3% | +14.6% | +6.2% |
| 3Y | +92.1% | +16.4% | +75.7% | +30.7% |
| 5Y | -70.5% | -49.9% | -20.6% | -68.6% |
| All | -70.5% | -51.6% | -18.9% | -68.6% |
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 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