+10.6%
ORCL vs ESTC
+20.1%
-9.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +1.8% |
| 7D | +0.5% | -1.2% | +1.7% | +0.9% |
| 30D | -15.3% | -8.1% | -7.2% | -13.1% |
| 3M | -18.2% | +20.2% | -38.4% | -22.8% |
| 6M | -38.4% | +72.7% | -111.2% | -47.3% |
| YTD | -37.7% | +19.6% | -57.4% | -42.6% |
| 1Y | -49.3% | +0.3% | -49.5% | -51.7% |
| 3Y | +10.6% | +22.8% | -12.2% | +3.5% |
| All | +10.6% | +20.1% | -9.5% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling