+48.4%
RBA vs ESTC
-51.0%
+99.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 3M | +7.2% | +14.4% | -7.2% | +4.8% |
| 6M | -7.8% | +73.3% | -81.1% | -14.3% |
| YTD | -6.4% | +15.7% | -22.1% | -9.4% |
| 1Y | -4.2% | -7.6% | +3.4% | -5.0% |
| 3Y | +64.1% | +14.6% | +49.5% | +53.0% |
| 5Y | +48.4% | -50.0% | +98.4% | +38.3% |
| All | +48.4% | -51.0% | +99.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling