+13.5%
ESTC vs RJF
+76.7%
-63.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.1% |
| 7D | -4.3% | +1.8% | -6.1% | -5.2% |
| 30D | +17.7% | 0.0% | +17.7% | +18.0% |
| 3M | +42.3% | +18.0% | +24.3% | +29.4% |
| 6M | +64.6% | +17.0% | +47.6% | +49.5% |
| YTD | +17.2% | +11.1% | +6.1% | +9.2% |
| 1Y | -4.2% | +8.0% | -12.2% | -9.5% |
| 3Y | +13.5% | +73.3% | -59.8% | -20.0% |
| All | +13.5% | +76.7% | -63.2% | -20.0% |
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