+1,927.6%
TSLA vs ESTC
+31.2%
+1,896.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.2% |
| 7D | +1.5% | -8.1% | +9.6% | +4.8% |
| 30D | +10.1% | +31.7% | -21.6% | -2.1% |
| 3M | -15.4% | +41.1% | -56.4% | -27.0% |
| 6M | -12.8% | +77.1% | -89.8% | -32.4% |
| YTD | -21.3% | +21.7% | -43.0% | -30.4% |
| 1Y | +4.6% | +8.4% | -3.8% | -4.9% |
| 3Y | +44.5% | +23.6% | +20.9% | +10.5% |
| 5Y | +44.8% | -46.5% | +91.3% | +42.6% |
| All | +1,927.6% | +31.2% | +1,896.4% | +1,097.5% |
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