+201.3%
RBA vs ESTC
+24.7%
+176.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.6% | -2.6% | +3.3% | +0.9% |
| 30D | +9.0% | -8.6% | +17.6% | +9.9% |
| 3M | +7.2% | +14.4% | -7.2% | +4.5% |
| 6M | -7.8% | +73.3% | -81.1% | -15.1% |
| YTD | -6.4% | +15.7% | -22.1% | -9.7% |
| 1Y | -4.2% | -7.6% | +3.4% | -5.1% |
| 3Y | +64.1% | +14.6% | +49.5% | +51.6% |
| 5Y | +48.4% | -50.0% | +98.4% | +47.1% |
| All | +201.3% | +24.7% | +176.5% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling