-47.4%
ESTC vs RJF
+104.0%
-151.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -9.2% | -2.7% | -6.5% | -7.4% |
| 30D | +8.1% | -4.3% | +12.3% | +11.6% |
| 3M | +38.5% | +15.7% | +22.7% | +25.7% |
| 6M | +57.8% | +17.8% | +40.0% | +40.5% |
| YTD | +10.5% | +9.2% | +1.4% | +3.2% |
| 1Y | -6.4% | +2.8% | -9.1% | -9.2% |
| 3Y | +4.7% | +69.5% | -64.8% | -30.7% |
| All | -47.4% | +104.0% | -151.4% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling