+65.9%
DVN vs ESTC
+25.9%
+40.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +10.4% | +2.4% | +7.9% | +9.8% |
| 30D | -6.7% | -4.2% | -2.4% | -6.1% |
| 3M | +5.6% | +2.5% | +3.1% | +4.1% |
| 6M | +0.7% | +81.5% | -80.8% | -12.3% |
| YTD | +29.6% | +16.8% | +12.7% | +21.6% |
| 1Y | +36.3% | -3.5% | +39.8% | +32.7% |
| 3Y | +13.2% | +17.7% | -4.6% | -2.3% |
| 5Y | +38.6% | -51.7% | +90.3% | +42.7% |
| All | +65.9% | +25.9% | +40.0% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling