-5.1%
ESTC vs RJF
+7.7%
-12.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -3.3% | -0.3% | -3.1% | -3.1% |
| 30D | +13.4% | -2.0% | +15.5% | +14.7% |
| 3M | +41.3% | +16.3% | +25.0% | +33.8% |
| 6M | +62.6% | +16.9% | +45.7% | +52.7% |
| YTD | +14.8% | +10.4% | +4.3% | +9.2% |
| 1Y | -5.1% | +7.4% | -12.5% | -9.3% |
| All | -5.1% | +7.7% | -12.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling