-49.5%
ORCL vs ESTC
+1.6%
-51.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.5% |
| 7D | -14.4% | -15.9% | +1.5% | -7.1% |
| 30D | -12.8% | -5.5% | -7.3% | -10.3% |
| 3M | -14.8% | +26.2% | -41.0% | -25.8% |
| 6M | -30.9% | +77.0% | -107.9% | -49.7% |
| YTD | -35.7% | +18.9% | -54.5% | -45.6% |
| 1Y | -49.5% | +1.3% | -50.8% | -54.5% |
| All | -49.5% | +1.6% | -51.0% | -54.5% |
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