+66.3%
UBER vs ESTC
+5.1%
+61.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.2% | -2.9% |
| 7D | +0.5% | +5.8% | -5.3% | -1.5% |
| 30D | -3.1% | -5.6% | +2.5% | -1.8% |
| 3M | -8.3% | +15.4% | -23.7% | -15.0% |
| 6M | -9.5% | +77.8% | -87.3% | -29.1% |
| YTD | -15.4% | +18.1% | -33.5% | -24.7% |
| 1Y | -26.1% | -3.7% | -22.5% | -29.5% |
| 3Y | +34.0% | +16.9% | +17.1% | +3.4% |
| 5Y | +53.2% | -51.2% | +104.4% | +58.3% |
| All | +66.3% | +5.1% | +61.2% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling