+8.2%
RBRK vs ESTC
+7.3%
+0.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +4.2% |
| 7D | +0.7% | -8.1% | +8.8% | +5.4% |
| 30D | +10.4% | +31.7% | -21.2% | -11.4% |
| 3M | +21.6% | +41.1% | -19.4% | -7.5% |
| 6M | +70.7% | +77.1% | -6.4% | +10.1% |
| YTD | +22.5% | +21.7% | +0.8% | -3.7% |
| 1Y | +8.2% | +8.4% | -0.2% | -9.7% |
| All | +8.2% | +7.3% | +0.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling