-50.9%
RCAT vs ESTC
+0.3%
-51.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.9% | +6.5% | +9.3% |
| 7D | +1.1% | -1.2% | +2.3% | +2.0% |
| 30D | -22.0% | -8.1% | -13.9% | -19.2% |
| 3M | -51.1% | +20.2% | -71.3% | -55.6% |
| 6M | -56.6% | +72.7% | -129.4% | -66.7% |
| YTD | -43.3% | +19.6% | -62.9% | -51.3% |
| All | -50.9% | +0.3% | -51.2% | -56.9% |
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