+31.2%
ESTC vs COO
+3.8%
+27.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.6% |
| 7D | -8.1% | -2.2% | -5.9% | -6.7% |
| 30D | +31.7% | -7.0% | +38.7% | +38.0% |
| 3M | +41.1% | +12.2% | +28.8% | +29.5% |
| 6M | +77.1% | -15.1% | +92.2% | +94.1% |
| YTD | +21.7% | -15.1% | +36.8% | +33.6% |
| 1Y | +8.4% | +2.3% | +6.0% | +3.3% |
| 3Y | +23.6% | -23.7% | +47.3% | +35.0% |
| 5Y | -46.5% | -38.9% | -7.5% | -31.5% |
| All | +31.2% | +3.8% | +27.3% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling