+201.6%
RBA vs ESTC
+28.9%
+172.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.8% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | +11.6% | -8.1% | +19.7% | +12.5% |
| 3M | +1.5% | +20.2% | -18.7% | -1.6% |
| 6M | -6.6% | +72.7% | -79.4% | -14.0% |
| YTD | -6.3% | +19.6% | -25.9% | -10.0% |
| 1Y | -4.0% | +0.3% | -4.2% | -5.9% |
| 3Y | +47.3% | +22.8% | +24.5% | +34.7% |
| 5Y | +47.7% | -50.9% | +98.5% | +46.8% |
| All | +201.6% | +28.9% | +172.6% | +131.7% |
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