+54.8%
DUK vs ESTC
-50.1%
+104.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.6% | -2.6% | +2.0% | -0.7% |
| 30D | +9.4% | -8.6% | +18.0% | +9.3% |
| 3M | +5.4% | +14.4% | -8.9% | +5.6% |
| 6M | +4.9% | +73.3% | -68.4% | +5.5% |
| YTD | +12.7% | +15.7% | -3.0% | +13.2% |
| 1Y | +7.8% | -7.6% | +15.4% | +8.2% |
| 3Y | +63.3% | +14.6% | +48.7% | +62.7% |
| All | +54.8% | -50.1% | +104.9% | +46.7% |
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