+163.4%
ORCL vs ESTC
+20.3%
+143.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.1% | -0.8% | -5.7% |
| 7D | -17.5% | -18.5% | +1.0% | -13.9% |
| 30D | -20.2% | -11.0% | -9.2% | -18.1% |
| 3M | -19.9% | +20.8% | -40.7% | -23.2% |
| 6M | -37.4% | +67.9% | -105.3% | -43.6% |
| YTD | -40.1% | +11.6% | -51.7% | -42.2% |
| 1Y | -53.4% | -3.3% | -50.1% | -54.0% |
| 3Y | +10.4% | +16.4% | -6.0% | +2.3% |
| 5Y | +29.8% | -49.9% | +79.6% | +29.5% |
| All | +163.4% | +20.3% | +143.2% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling