-50.9%
ESTC vs RJF
+80.1%
-131.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +2.8% |
| 7D | -1.2% | +3.4% | -4.6% | -3.4% |
| 30D | -8.1% | +5.9% | -14.1% | -11.9% |
| 3M | +20.2% | -4.6% | +24.8% | +23.9% |
| 6M | +72.7% | +9.5% | +63.3% | +61.5% |
| YTD | +19.6% | +6.0% | +13.7% | +13.2% |
| 1Y | +0.3% | +4.3% | -4.1% | -4.2% |
| 3Y | +22.8% | +76.6% | -53.8% | -21.9% |
| 5Y | -50.9% | +80.6% | -131.4% | -70.3% |
| All | -50.9% | +80.1% | -131.0% | -70.3% |
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 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