-13.3%
TSLA vs ESTC
+1.6%
-14.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.5% | -3.2% |
| 7D | -4.7% | -15.9% | +11.1% | -2.1% |
| 30D | +1.7% | -5.5% | +7.2% | +2.5% |
| 3M | +17.7% | +26.2% | -8.5% | +13.5% |
| 6M | -1.9% | +77.0% | -78.9% | -9.9% |
| YTD | -14.3% | +18.9% | -33.2% | -17.9% |
| 1Y | -13.3% | +1.3% | -14.6% | -15.8% |
| All | -13.3% | +1.6% | -14.8% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling