-12.8%
DT vs ESTC
+14.8%
-27.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +3.1% | +2.4% | +0.7% | +2.3% |
| 30D | -29.5% | -4.2% | -25.3% | -28.5% |
| 3M | -11.7% | +2.5% | -14.2% | -13.1% |
| 6M | +29.0% | +81.5% | -52.5% | +5.4% |
| YTD | +3.4% | +16.8% | -13.5% | -5.2% |
| 1Y | -4.2% | -3.5% | -0.8% | -8.3% |
| 3Y | -12.8% | +17.7% | -30.6% | -19.1% |
| All | -12.8% | +14.8% | -27.6% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling