+31.2%
ESTC vs RJF
+218.7%
-187.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.7% |
| 7D | -8.1% | -0.6% | -7.5% | -7.7% |
| 30D | +31.7% | -1.3% | +32.9% | +32.7% |
| 3M | +41.1% | +18.9% | +22.2% | +29.3% |
| 6M | +77.1% | +15.0% | +62.0% | +64.2% |
| YTD | +21.7% | +12.2% | +9.5% | +14.1% |
| 1Y | +8.4% | +5.6% | +2.8% | +4.4% |
| 3Y | +23.6% | +74.9% | -51.2% | -8.0% |
| 5Y | -46.5% | +106.6% | -153.1% | -62.8% |
| All | +31.2% | +218.7% | -187.5% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling