+194.5%
RBA vs ESTC
+23.0%
+171.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.6% |
| 7D | +4.3% | -11.5% | +15.8% | +5.8% |
| 30D | +16.3% | -7.5% | +23.9% | +17.2% |
| 3M | +1.3% | +23.1% | -21.7% | -2.2% |
| 6M | -11.1% | +75.3% | -86.3% | -18.3% |
| YTD | -8.5% | +14.1% | -22.6% | -11.6% |
| 1Y | -2.1% | -0.6% | -1.5% | -4.0% |
| 3Y | +44.6% | +20.8% | +23.7% | +32.4% |
| 5Y | +36.8% | -48.8% | +85.6% | +34.9% |
| All | +194.5% | +23.0% | +171.5% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling