+32.6%
DPZ vs ESTC
+31.2%
+1.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.2% |
| 7D | -2.5% | -8.1% | +5.6% | -1.6% |
| 30D | -7.0% | +31.7% | -38.6% | -10.4% |
| 3M | +11.6% | +41.1% | -29.4% | +6.4% |
| 6M | -15.2% | +77.1% | -92.2% | -21.7% |
| YTD | -17.2% | +21.7% | -38.9% | -20.4% |
| 1Y | -24.8% | +8.4% | -33.2% | -27.0% |
| 3Y | -8.7% | +23.6% | -32.3% | -16.5% |
| 5Y | -28.9% | -46.5% | +17.6% | -31.3% |
| All | +32.6% | +31.2% | +1.4% | +4.2% |
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