+77.8%
DOCU vs ESTC
+28.1%
+49.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.6% |
| 7D | -3.7% | -15.9% | +12.1% | +5.0% |
| 30D | +15.0% | -5.5% | +20.5% | +17.7% |
| 3M | +39.9% | +26.2% | +13.7% | +20.6% |
| 6M | +66.2% | +77.0% | -10.9% | +19.7% |
| YTD | +17.7% | +18.9% | -1.2% | +3.1% |
| 1Y | +13.7% | +1.3% | +12.4% | +6.5% |
| 3Y | +95.9% | +24.0% | +71.9% | +37.7% |
| 5Y | -71.7% | -47.7% | -24.0% | -69.9% |
| All | +77.8% | +28.1% | +49.7% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling