+37.0%
ORLY vs ESTC
+11.0%
+26.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -1.0% | -3.3% | +2.3% | -1.0% |
| 30D | -6.7% | +13.4% | -20.1% | -6.9% |
| 3M | -3.8% | +41.3% | -45.1% | -4.6% |
| 6M | -9.0% | +62.6% | -71.6% | -10.1% |
| YTD | -5.6% | +14.8% | -20.4% | -5.9% |
| 1Y | -19.5% | -5.1% | -14.4% | -19.4% |
| All | +37.0% | +11.0% | +26.0% | +36.3% |
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 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