-5.7%
DT vs ESTC
+1.6%
-7.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -25.5% | -15.9% | -9.7% | -19.7% |
| 30D | -22.3% | -5.5% | -16.8% | -20.4% |
| 3M | +2.3% | +26.2% | -23.9% | -10.2% |
| 6M | +20.7% | +77.0% | -56.3% | -11.8% |
| YTD | +7.9% | +18.9% | -10.9% | -11.3% |
| 1Y | -5.7% | +1.3% | -7.0% | -21.0% |
| All | -5.7% | +1.6% | -7.3% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling