+13.8%
ORCL vs ESTC
+14.8%
-1.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +8.0% | +2.4% | +5.6% | +7.2% |
| 30D | -4.0% | -4.2% | +0.3% | -2.6% |
| 3M | -19.5% | +2.5% | -21.9% | -20.4% |
| 6M | -33.5% | +81.5% | -115.0% | -43.8% |
| YTD | -34.8% | +16.8% | -51.7% | -39.6% |
| 1Y | -41.6% | -3.5% | -38.2% | -43.9% |
| 3Y | +13.8% | +17.7% | -4.0% | +5.5% |
| All | +13.8% | +14.8% | -1.0% | +5.5% |
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