+51.1%
DOCU vs ESTC
+31.2%
+20.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +6.0% |
| 7D | +6.9% | -8.1% | +15.0% | +11.2% |
| 30D | +19.0% | +31.7% | -12.7% | +1.1% |
| 3M | +34.3% | +41.1% | -6.8% | +10.0% |
| 6M | +48.0% | +77.1% | -29.1% | +7.1% |
| YTD | 0.0% | +21.7% | -21.7% | -12.8% |
| 1Y | -10.3% | +8.4% | -18.7% | -18.6% |
| 3Y | +32.4% | +23.6% | +8.8% | -6.8% |
| 5Y | -77.9% | -46.5% | -31.5% | -76.7% |
| All | +51.1% | +31.2% | +20.0% | -0.9% |
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 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