+2,064.8%
TSLA vs ESTC
+28.9%
+2,035.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.7% | +3.7% |
| 7D | -6.4% | -1.2% | -5.2% | -5.7% |
| 30D | -1.2% | -8.1% | +6.9% | +1.8% |
| 3M | +15.1% | +20.2% | -5.1% | +5.6% |
| 6M | -11.7% | +72.7% | -84.5% | -30.7% |
| YTD | -15.9% | +19.6% | -35.6% | -25.5% |
| 1Y | -12.0% | +0.3% | -12.2% | -17.0% |
| 3Y | +80.0% | +22.8% | +57.2% | +38.8% |
| 5Y | +10.8% | -50.9% | +61.7% | +13.9% |
| All | +2,064.8% | +28.9% | +2,035.9% | +1,182.5% |
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