+169.9%
ORCL vs ESTC
+24.6%
+145.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.8% |
| 7D | -6.5% | -3.6% | -2.9% | -5.8% |
| 30D | -16.6% | -11.2% | -5.4% | -14.4% |
| 3M | -21.6% | +14.3% | -35.9% | -24.0% |
| 6M | -39.4% | +67.0% | -106.3% | -45.3% |
| YTD | -38.7% | +15.7% | -54.3% | -41.2% |
| 1Y | -50.4% | -6.3% | -44.1% | -50.8% |
| 3Y | +8.1% | +14.5% | -6.4% | +0.3% |
| 5Y | +34.5% | -49.9% | +84.4% | +34.2% |
| All | +169.9% | +24.6% | +145.3% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling