-15.3%
DXCM vs ESTC
+14.8%
-30.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +4.9% | +2.4% | +2.5% | +4.6% |
| 30D | -0.2% | -4.2% | +4.1% | +0.1% |
| 3M | -8.9% | +2.5% | -11.4% | -9.8% |
| 6M | +42.3% | +81.5% | -39.2% | +31.3% |
| YTD | +25.6% | +16.8% | +8.7% | +20.6% |
| 1Y | +39.5% | -3.5% | +43.0% | +36.6% |
| 3Y | -15.3% | +17.7% | -33.0% | -17.8% |
| All | -15.3% | +14.8% | -30.1% | -17.8% |
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