+131.4%
ROKU vs ESTC
+19.1%
+112.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.4% | -9.2% | +8.7% | +4.4% |
| 30D | +2.1% | +8.1% | -6.0% | -4.4% |
| 3M | +29.5% | +38.5% | -9.0% | +5.5% |
| 6M | +53.8% | +57.8% | -4.0% | +14.4% |
| YTD | +42.8% | +10.5% | +32.3% | +25.7% |
| 1Y | +60.7% | -6.4% | +67.1% | +50.9% |
| 3Y | +83.9% | +4.7% | +79.2% | +36.3% |
| 5Y | -52.8% | -47.8% | -5.0% | -50.8% |
| All | +131.4% | +19.1% | +112.3% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling