+1.7%
DVN vs ESTC
+11.7%
-10.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.0% |
| 7D | -1.3% | -4.3% | +3.0% | -1.0% |
| 30D | +12.6% | +17.7% | -5.1% | +10.5% |
| 3M | +8.1% | +42.3% | -34.2% | +4.1% |
| 6M | +10.2% | +64.6% | -54.4% | +4.3% |
| YTD | +33.8% | +17.2% | +16.6% | +30.7% |
| 1Y | +43.9% | -4.2% | +48.1% | +43.7% |
| 3Y | +1.7% | +13.5% | -11.8% | -2.8% |
| All | +1.7% | +11.7% | -10.0% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling