+33.2%
DPZ vs ESTC
+28.1%
+5.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.6% |
| 7D | +10.1% | -15.9% | +26.0% | +12.4% |
| 30D | +14.6% | -5.5% | +20.1% | +15.2% |
| 3M | -6.8% | +26.2% | -33.0% | -10.0% |
| 6M | +4.4% | +77.0% | -72.6% | -3.7% |
| YTD | -16.8% | +18.9% | -35.7% | -20.0% |
| 1Y | -14.5% | +1.3% | -15.8% | -16.2% |
| 3Y | -1.1% | +24.0% | -25.1% | -9.6% |
| 5Y | -28.0% | -47.7% | +19.7% | -30.3% |
| All | +33.2% | +28.1% | +5.1% | +4.8% |
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