+30.7%
DPZ vs ESTC
+23.0%
+7.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | +6.6% | -11.5% | +18.1% | +8.1% |
| 30D | +10.3% | -7.5% | +17.8% | +11.1% |
| 3M | -6.2% | +23.1% | -29.2% | -9.2% |
| 6M | +4.2% | +75.3% | -71.0% | -3.7% |
| YTD | -18.4% | +14.1% | -32.5% | -21.1% |
| 1Y | -14.9% | -0.6% | -14.4% | -16.5% |
| 3Y | -4.6% | +20.8% | -25.4% | -12.6% |
| 5Y | -27.4% | -48.8% | +21.4% | -29.6% |
| All | +30.7% | +23.0% | +7.8% | +3.3% |
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