+190.8%
ORCL vs ESTC
+27.2%
+163.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | +10.4% | +5.8% | +4.6% | +9.1% |
| 30D | -11.2% | -5.6% | -5.7% | -10.1% |
| 3M | -16.8% | +15.4% | -32.2% | -19.5% |
| 6M | -31.5% | +77.8% | -109.3% | -39.0% |
| YTD | -33.9% | +18.1% | -52.0% | -36.9% |
| 1Y | -43.3% | -3.7% | -39.6% | -44.0% |
| 3Y | +16.5% | +16.9% | -0.4% | +7.6% |
| 5Y | +45.4% | -51.2% | +96.6% | +45.6% |
| All | +190.8% | +27.2% | +163.6% | +109.0% |
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