+261.9%
ORCL vs ESTC
+31.2%
+230.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.9% |
| 7D | +5.3% | -8.1% | +13.4% | +6.9% |
| 30D | +10.0% | +31.7% | -21.7% | +3.5% |
| 3M | -32.6% | +41.1% | -73.6% | -37.4% |
| 6M | +4.9% | +77.1% | -72.1% | -6.6% |
| YTD | -17.8% | +21.7% | -39.5% | -22.1% |
| 1Y | -28.0% | +8.4% | -36.4% | -30.7% |
| 3Y | +36.0% | +23.6% | +12.4% | +24.0% |
| 5Y | +88.7% | -46.5% | +135.2% | +85.2% |
| All | +261.9% | +31.2% | +230.7% | +158.3% |
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