+166.6%
XOM vs ESTC
+31.2%
+135.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.4% |
| 7D | +1.8% | -8.1% | +9.9% | +2.3% |
| 30D | +5.9% | +31.7% | -25.8% | +3.5% |
| 3M | +5.6% | +41.1% | -35.5% | +2.6% |
| 6M | +7.9% | +77.1% | -69.2% | +2.7% |
| YTD | +35.2% | +21.7% | +13.5% | +32.0% |
| 1Y | +46.0% | +8.4% | +37.6% | +43.6% |
| 3Y | +55.0% | +23.6% | +31.4% | +45.6% |
| 5Y | +246.3% | -46.5% | +292.8% | +245.4% |
| All | +166.6% | +31.2% | +135.4% | +100.7% |
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