+82.5%
UBER vs ESTC
-47.2%
+129.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -2.3% |
| 7D | -2.8% | -4.3% | +1.5% | -1.6% |
| 30D | -2.5% | +17.7% | -20.2% | -8.6% |
| 3M | +4.4% | +42.3% | -37.9% | -8.2% |
| 6M | -2.7% | +64.6% | -67.2% | -19.3% |
| YTD | -10.5% | +17.2% | -27.7% | -18.2% |
| 1Y | -22.5% | -4.2% | -18.3% | -24.8% |
| 3Y | +54.8% | +13.5% | +41.3% | +25.0% |
| 5Y | +82.5% | -45.5% | +128.0% | +70.1% |
| All | +82.5% | -47.2% | +129.7% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling