-50.9%
RCAT vs ESTC
-3.5%
-47.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -5.9% | +2.4% | -8.3% | -6.7% |
| 30D | -19.7% | -4.2% | -15.4% | -17.9% |
| 3M | -62.9% | +2.5% | -65.3% | -63.5% |
| 6M | -59.6% | +81.5% | -141.1% | -69.5% |
| YTD | -52.1% | +16.8% | -68.9% | -58.3% |
| 1Y | -50.9% | -3.5% | -47.5% | -56.2% |
| All | -50.9% | -3.5% | -47.4% | -56.2% |
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