+161.8%
DOV vs ESTC
+23.0%
+138.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -1.9% | -11.5% | +9.6% | -0.3% |
| 30D | +8.3% | -7.5% | +15.8% | +9.2% |
| 3M | -3.1% | +23.1% | -26.1% | -6.7% |
| 6M | -9.8% | +75.3% | -85.1% | -18.1% |
| YTD | +5.2% | +14.1% | -8.9% | +1.0% |
| 1Y | +15.3% | -0.6% | +15.9% | +12.8% |
| 3Y | +58.8% | +20.8% | +38.0% | +44.2% |
| 5Y | +26.6% | -48.8% | +75.3% | +25.0% |
| All | +161.8% | +23.0% | +138.8% | +85.6% |
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 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