+150.1%
DOV vs ESTC
+26.3%
+123.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.5% |
| 7D | +2.5% | -4.3% | +6.8% | +3.1% |
| 30D | -7.5% | +17.7% | -25.2% | -10.1% |
| 3M | -9.7% | +42.3% | -52.0% | -14.8% |
| 6M | -6.1% | +64.6% | -70.6% | -14.0% |
| YTD | +0.5% | +17.2% | -16.7% | -3.6% |
| 1Y | +10.5% | -4.2% | +14.7% | +8.9% |
| 3Y | +41.7% | +13.5% | +28.2% | +30.1% |
| 5Y | +18.4% | -45.5% | +64.0% | +16.0% |
| All | +150.1% | +26.3% | +123.8% | +77.1% |
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