-20.8%
RCAT vs ESTC
+25.9%
-46.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | -5.9% | +2.4% | -8.3% | -6.6% |
| 30D | -19.7% | -4.2% | -15.4% | -18.1% |
| 3M | -62.9% | +2.5% | -65.3% | -63.6% |
| 6M | -59.6% | +81.5% | -141.1% | -67.6% |
| YTD | -52.1% | +16.8% | -68.9% | -55.9% |
| 1Y | -50.9% | -3.5% | -47.5% | -52.0% |
| 3Y | +333.8% | +17.7% | +316.1% | +269.9% |
| 5Y | +40.7% | -51.7% | +92.5% | +56.5% |
| All | -20.8% | +25.9% | -46.8% | -50.7% |
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