+20.8%
ESTC vs COO
-25.3%
+46.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.8% |
| 7D | -11.5% | +4.7% | -16.2% | -12.9% |
| 30D | -7.5% | +13.9% | -21.4% | -11.6% |
| 3M | +23.1% | -14.9% | +38.0% | +29.4% |
| 6M | +75.3% | +2.0% | +73.3% | +72.3% |
| YTD | +14.1% | -23.9% | +38.0% | +25.0% |
| 1Y | -0.6% | -9.6% | +9.0% | +1.8% |
| 3Y | +20.8% | -25.4% | +46.2% | +24.2% |
| All | +20.8% | -25.3% | +46.2% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling