+117.4%
DUK vs ESTC
+24.7%
+92.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.6% | -2.6% | +2.0% | -0.6% |
| 30D | +9.4% | -8.6% | +18.0% | +9.5% |
| 3M | +5.4% | +14.4% | -8.9% | +5.2% |
| 6M | +4.9% | +73.3% | -68.4% | +3.9% |
| YTD | +12.7% | +15.7% | -3.0% | +12.4% |
| 1Y | +7.8% | -7.6% | +15.4% | +7.9% |
| 3Y | +63.3% | +14.6% | +48.7% | +60.4% |
| 5Y | +54.2% | -50.0% | +104.3% | +55.2% |
| All | +117.4% | +24.7% | +92.7% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling