+4.6%
TSLA vs ESTC
+7.3%
-2.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -5.4% |
| 7D | +1.5% | -8.1% | +9.6% | +2.5% |
| 30D | +10.1% | +31.7% | -21.6% | +6.4% |
| 3M | -15.4% | +41.1% | -56.4% | -19.0% |
| 6M | -12.8% | +77.1% | -89.8% | -18.9% |
| YTD | -21.3% | +21.7% | -43.0% | -24.8% |
| 1Y | +4.6% | +8.4% | -3.8% | +2.0% |
| All | +4.6% | +7.3% | -2.7% | +2.0% |
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