-43.3%
ORCL vs ESTC
-6.1%
-37.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.9% |
| 7D | +10.4% | +5.8% | +4.6% | +7.4% |
| 30D | -11.2% | -5.6% | -5.7% | -8.6% |
| 3M | -16.8% | +15.4% | -32.2% | -23.9% |
| 6M | -31.5% | +77.8% | -109.3% | -50.5% |
| YTD | -33.9% | +18.1% | -52.0% | -43.6% |
| 1Y | -43.3% | -3.7% | -39.6% | -47.5% |
| All | -43.3% | -6.1% | -37.1% | -47.5% |
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