+173.5%
DOV vs ESTC
+28.9%
+144.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.9% | -0.4% | +3.8% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | +12.8% | -8.1% | +20.9% | +13.9% |
| 3M | +1.1% | +20.2% | -19.0% | -2.2% |
| 6M | -2.6% | +72.7% | -75.4% | -11.3% |
| YTD | +9.9% | +19.6% | -9.7% | +4.9% |
| 1Y | +19.3% | +0.3% | +19.0% | +16.7% |
| 3Y | +68.4% | +22.8% | +45.6% | +52.8% |
| 5Y | +29.1% | -50.9% | +80.0% | +28.8% |
| All | +173.5% | +28.9% | +144.6% | +92.6% |
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