-6.3%
ESTC vs COO
-9.3%
+3.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.2% |
| 7D | -3.6% | +4.5% | -8.1% | -4.2% |
| 30D | -11.2% | +16.9% | -28.1% | -13.5% |
| 3M | +14.3% | -16.7% | +31.0% | +17.6% |
| 6M | +67.0% | +5.9% | +61.0% | +68.5% |
| YTD | +15.7% | -22.4% | +38.1% | +21.5% |
| 1Y | -6.3% | -10.1% | +3.9% | +7.9% |
| All | -6.3% | -9.3% | +3.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling