+60.4%
UBER vs ESTC
+16.0%
+44.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.6% |
| 7D | -3.9% | -8.1% | +4.2% | -2.4% |
| 30D | +11.1% | +31.7% | -20.6% | +4.5% |
| 3M | +4.9% | +41.1% | -36.1% | -2.8% |
| 6M | -1.2% | +77.1% | -78.2% | -13.0% |
| YTD | -7.3% | +21.7% | -29.0% | -12.8% |
| 1Y | -17.6% | +8.4% | -26.0% | -21.0% |
| All | +60.4% | +16.0% | +44.4% | +51.4% |
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