-71.4%
OPEN vs ESTC
+1.6%
-72.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.9% | +14.7% | +14.0% |
| 7D | +3.7% | -15.9% | +19.5% | +7.9% |
| 30D | -14.3% | -5.5% | -8.8% | -13.2% |
| 3M | -51.9% | +26.2% | -78.1% | -54.7% |
| 6M | -61.4% | +77.0% | -138.4% | -65.8% |
| YTD | -66.0% | +18.9% | -84.9% | -70.2% |
| 1Y | -71.4% | +1.3% | -72.7% | -75.0% |
| All | -71.4% | +1.6% | -72.9% | -75.0% |
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