-71.7%
DOCU vs ESTC
-48.9%
-22.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.9% |
| 7D | -5.5% | -11.5% | +6.0% | +0.6% |
| 30D | +12.6% | -7.5% | +20.2% | +16.6% |
| 3M | +36.4% | +23.1% | +13.3% | +18.2% |
| 6M | +66.8% | +75.3% | -8.5% | +18.7% |
| YTD | +13.5% | +14.1% | -0.6% | +0.6% |
| 1Y | +11.3% | -0.6% | +11.9% | +4.6% |
| 3Y | +92.1% | +20.8% | +71.2% | +27.7% |
| All | -71.7% | -48.9% | -22.7% | -70.9% |
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 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