-43.0%
DT vs ESTC
-48.9%
+6.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.5% |
| 7D | -24.7% | -11.5% | -13.2% | -20.6% |
| 30D | -27.4% | -7.5% | -19.8% | -25.0% |
| 3M | -11.1% | +23.1% | -34.2% | -20.1% |
| 6M | +13.7% | +75.3% | -61.6% | -12.4% |
| YTD | +0.2% | +14.1% | -13.9% | -8.5% |
| 1Y | -5.7% | -0.6% | -5.1% | -9.7% |
| 3Y | -8.1% | +20.8% | -28.9% | -30.9% |
| All | -43.0% | -48.9% | +6.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling