+39.6%
DUK vs ESTC
-46.4%
+85.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -0.1% | -3.3% | +3.2% | -0.1% |
| 30D | +0.2% | +13.4% | -13.2% | +0.4% |
| 3M | -1.9% | +41.3% | -43.2% | -1.4% |
| 6M | -6.5% | +62.6% | -69.1% | -5.9% |
| YTD | +5.4% | +14.8% | -9.3% | +5.9% |
| 1Y | +3.6% | -5.1% | +8.6% | +4.0% |
| 3Y | +48.1% | +11.2% | +37.0% | +47.7% |
| 5Y | +39.6% | -47.0% | +86.5% | +33.4% |
| All | +39.6% | -46.4% | +85.9% | +33.4% |
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