+39.0%
OKE vs ESTC
-7.7%
+46.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | -9.2% | +10.4% | +0.9% |
| 30D | +4.5% | +8.1% | -3.6% | +5.0% |
| 3M | +9.6% | +38.5% | -28.9% | +11.8% |
| 6M | +15.4% | +57.8% | -42.4% | +18.4% |
| YTD | +36.5% | +10.5% | +25.9% | +38.1% |
| 1Y | +39.0% | -6.4% | +45.3% | +41.2% |
| All | +39.0% | -7.7% | +46.7% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling