+22.8%
ESTC vs RJF
+74.9%
-52.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +3.0% |
| 7D | -1.2% | +3.4% | -4.6% | -3.2% |
| 30D | -8.1% | +5.9% | -14.1% | -11.5% |
| 3M | +20.2% | -4.6% | +24.8% | +23.9% |
| 6M | +72.7% | +9.5% | +63.3% | +62.7% |
| YTD | +19.6% | +6.0% | +13.7% | +13.8% |
| 1Y | +0.3% | +4.3% | -4.1% | -3.6% |
| 3Y | +22.8% | +76.6% | -53.8% | -40.7% |
| All | +22.8% | +74.9% | -52.1% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling