-83.6%
OPEN vs ESTC
-47.2%
-36.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.2% |
| 7D | +1.0% | -4.3% | +5.3% | +3.4% |
| 30D | -11.9% | +17.7% | -29.6% | -23.1% |
| 3M | -28.8% | +42.3% | -71.1% | -45.5% |
| 6M | -38.6% | +64.6% | -103.2% | -58.1% |
| YTD | -47.3% | +17.2% | -64.5% | -56.4% |
| 1Y | -49.2% | -4.2% | -45.0% | -53.4% |
| 3Y | -18.8% | +13.5% | -32.3% | -50.4% |
| 5Y | -83.6% | -45.5% | -38.1% | -84.4% |
| All | -83.6% | -47.2% | -36.4% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling