+91.1%
SHEL vs ESTC
+31.2%
+59.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.0% |
| 7D | +2.2% | -8.1% | +10.4% | +2.9% |
| 30D | +6.8% | +31.7% | -24.8% | +4.0% |
| 3M | +8.1% | +41.1% | -32.9% | +4.4% |
| 6M | +14.4% | +77.1% | -62.7% | +8.0% |
| YTD | +30.0% | +21.7% | +8.3% | +26.3% |
| 1Y | +33.3% | +8.4% | +24.9% | +30.6% |
| 3Y | +66.4% | +23.6% | +42.8% | +55.1% |
| 5Y | +178.6% | -46.5% | +225.0% | +179.7% |
| All | +91.1% | +31.2% | +59.9% | +35.8% |
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