+42.5%
UBER vs ESTC
+18.0%
+24.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | +5.1% | -11.5% | +16.6% | +7.5% |
| 30D | +0.2% | -7.5% | +7.7% | +1.4% |
| 3M | -2.7% | +23.1% | -25.7% | -7.7% |
| 6M | -13.4% | +75.3% | -88.6% | -23.8% |
| YTD | -16.1% | +14.1% | -30.2% | -20.4% |
| 1Y | -25.5% | -0.6% | -25.0% | -27.6% |
| 3Y | +42.5% | +20.8% | +21.7% | +38.0% |
| All | +42.5% | +18.0% | +24.5% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling