+55.4%
EOG vs ESTC
+28.9%
+26.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.3% |
| 7D | -6.0% | -1.2% | -4.8% | -5.9% |
| 30D | +0.9% | -8.1% | +9.0% | +1.7% |
| 3M | +10.9% | +20.2% | -9.3% | +7.5% |
| 6M | +15.8% | +72.7% | -57.0% | +6.4% |
| YTD | +45.8% | +19.6% | +26.2% | +39.6% |
| 1Y | +45.3% | +0.3% | +45.0% | +42.2% |
| 3Y | +36.2% | +22.8% | +13.4% | +22.3% |
| 5Y | +94.0% | -50.9% | +144.8% | +98.3% |
| All | +55.4% | +28.9% | +26.5% | -1.5% |
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