-51.7%
ESTC vs COO
-40.4%
-11.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.5% |
| 7D | +2.4% | +0.5% | +1.9% | +2.1% |
| 30D | -4.2% | +14.2% | -18.4% | -11.9% |
| 3M | +2.5% | -18.2% | +20.7% | +14.5% |
| 6M | +81.5% | +5.3% | +76.1% | +70.2% |
| YTD | +16.8% | -23.6% | +40.4% | +35.4% |
| 1Y | -3.5% | -12.7% | +9.2% | +1.0% |
| 3Y | +17.7% | -24.2% | +41.9% | +21.9% |
| All | -51.7% | -40.4% | -11.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling