-44.9%
ORCL vs ESTC
-5.7%
-39.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | +3.8% | -2.6% | +6.4% | +5.1% |
| 30D | -6.6% | -8.6% | +2.0% | -2.3% |
| 3M | -11.4% | +14.4% | -25.8% | -18.8% |
| 6M | -33.3% | +73.3% | -106.6% | -51.3% |
| YTD | -33.3% | +15.7% | -49.0% | -42.5% |
| 1Y | -44.9% | -7.6% | -37.3% | -47.6% |
| All | -44.9% | -5.7% | -39.2% | -47.6% |
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