+64.9%
RBA vs ESTC
+19.0%
+45.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | +3.2% | -3.6% | +6.8% | +3.6% |
| 30D | +12.0% | -11.2% | +23.2% | +13.1% |
| 3M | +2.9% | +14.3% | -11.4% | +0.7% |
| 6M | -6.3% | +67.0% | -73.2% | -12.2% |
| YTD | -5.9% | +15.7% | -21.5% | -8.7% |
| 1Y | -3.9% | -6.3% | +2.4% | -4.9% |
| 3Y | +64.9% | +14.5% | +50.4% | +54.8% |
| All | +64.9% | +19.0% | +45.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling