+169.0%
DOV vs ESTC
+27.2%
+141.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | +3.4% | +5.8% | -2.4% | +2.6% |
| 30D | +8.8% | -5.6% | +14.4% | +9.5% |
| 3M | +0.9% | +15.4% | -14.5% | -1.9% |
| 6M | -2.8% | +77.8% | -80.6% | -11.9% |
| YTD | +8.1% | +18.1% | -10.0% | +3.3% |
| 1Y | +15.2% | -3.7% | +18.9% | +13.4% |
| 3Y | +64.5% | +16.9% | +47.7% | +50.5% |
| 5Y | +28.9% | -51.2% | +80.1% | +28.7% |
| All | +169.0% | +27.2% | +141.8% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling