-26.7%
DT vs ESTC
-46.4%
+19.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.3% |
| 7D | -3.3% | -8.1% | +4.8% | +0.1% |
| 30D | +2.0% | +31.7% | -29.6% | -10.8% |
| 3M | +20.0% | +41.1% | -21.1% | +1.5% |
| 6M | +39.3% | +77.1% | -37.8% | +6.9% |
| YTD | +19.8% | +21.7% | -1.9% | +6.6% |
| 1Y | +4.3% | +8.4% | -4.1% | -4.0% |
| 3Y | +7.7% | +23.6% | -15.9% | -19.9% |
| All | -26.7% | -46.4% | +19.7% | -26.2% |
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 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