+18.4%
DOV vs ESTC
-47.2%
+65.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.4% |
| 7D | +2.5% | -4.3% | +6.8% | +3.0% |
| 30D | -7.5% | +17.7% | -25.2% | -9.8% |
| 3M | -9.7% | +42.3% | -52.0% | -14.2% |
| 6M | -6.1% | +64.6% | -70.6% | -13.0% |
| YTD | +0.5% | +17.2% | -16.7% | -2.8% |
| 1Y | +10.5% | -4.2% | +14.7% | +9.5% |
| 3Y | +41.7% | +13.5% | +28.2% | +31.9% |
| 5Y | +18.4% | -45.5% | +64.0% | +12.1% |
| All | +18.4% | -47.2% | +65.7% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling