+165.6%
ORCL vs ESTC
+23.0%
+142.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -11.2% | -11.5% | +0.4% | -8.9% |
| 30D | -18.8% | -7.5% | -11.3% | -17.4% |
| 3M | -18.8% | +23.1% | -41.8% | -22.4% |
| 6M | -39.7% | +75.3% | -115.0% | -46.2% |
| YTD | -39.6% | +14.1% | -53.7% | -42.0% |
| 1Y | -51.7% | -0.6% | -51.2% | -52.6% |
| 3Y | +10.2% | +20.8% | -10.6% | +1.5% |
| 5Y | +30.8% | -48.8% | +79.6% | +30.0% |
| All | +165.6% | +23.0% | +142.6% | +92.3% |
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 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