-16.8%
OPEN vs ESTC
+25.2%
-41.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.1% |
| 7D | -4.3% | -8.1% | +3.9% | -1.8% |
| 30D | -16.2% | +31.7% | -47.9% | -24.5% |
| 3M | -36.4% | +41.1% | -77.4% | -44.0% |
| 6M | -35.5% | +77.1% | -112.5% | -47.6% |
| YTD | -46.0% | +21.7% | -67.7% | -51.0% |
| 1Y | -47.1% | +8.4% | -55.5% | -50.9% |
| All | -16.8% | +25.2% | -41.9% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling