+60.5%
SONY vs ESTC
+13.7%
+46.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.1% | -2.6% | +4.7% | +2.2% |
| 30D | +9.2% | -8.6% | +17.8% | +9.8% |
| 3M | +12.2% | +14.4% | -2.2% | +10.5% |
| 6M | +24.4% | +73.3% | -48.9% | +18.6% |
| YTD | +3.5% | +15.7% | -12.3% | +1.4% |
| 1Y | -9.2% | -7.6% | -1.6% | -9.3% |
| All | +60.5% | +13.7% | +46.8% | +58.9% |
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 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