+147.7%
DOV vs ESTC
+31.2%
+116.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.6% |
| 7D | -2.7% | -8.1% | +5.4% | -1.6% |
| 30D | -8.1% | +31.7% | -39.8% | -12.1% |
| 3M | -9.4% | +41.1% | -50.5% | -14.5% |
| 6M | -12.6% | +77.1% | -89.7% | -20.8% |
| YTD | -0.5% | +21.7% | -22.2% | -5.0% |
| 1Y | +9.2% | +8.4% | +0.9% | +5.6% |
| 3Y | +34.1% | +23.6% | +10.5% | +21.5% |
| 5Y | +17.3% | -46.5% | +63.7% | +15.3% |
| All | +147.7% | +31.2% | +116.5% | +74.5% |
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