+82.2%
UBER vs ESTC
+8.3%
+73.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.4% |
| 7D | -3.9% | -8.1% | +4.2% | -1.2% |
| 30D | +11.1% | +31.7% | -20.6% | -0.9% |
| 3M | +4.9% | +41.1% | -36.1% | -9.1% |
| 6M | -1.2% | +77.1% | -78.2% | -22.4% |
| YTD | -7.3% | +21.7% | -29.0% | -17.6% |
| 1Y | -17.6% | +8.4% | -26.0% | -24.5% |
| 3Y | +61.1% | +23.6% | +37.4% | +21.6% |
| 5Y | +87.9% | -46.5% | +134.4% | +87.0% |
| All | +82.2% | +8.3% | +73.9% | +5.0% |
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 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