+132.1%
ROKU vs ESTC
+26.3%
+105.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.7% |
| 7D | -0.1% | -4.3% | +4.2% | +1.8% |
| 30D | +1.5% | +17.7% | -16.3% | -9.0% |
| 3M | +25.7% | +42.3% | -16.6% | +1.2% |
| 6M | +54.5% | +64.6% | -10.1% | +12.5% |
| YTD | +43.2% | +17.2% | +26.0% | +22.5% |
| 1Y | +56.3% | -4.2% | +60.5% | +45.4% |
| 3Y | +86.1% | +13.5% | +72.6% | +32.0% |
| 5Y | -53.6% | -45.5% | -8.0% | -52.6% |
| All | +132.1% | +26.3% | +105.7% | +31.9% |
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