+54.8%
RCAT vs ESTC
-48.9%
+103.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +2.2% | +16.4% | +18.0% |
| 7D | -12.7% | -11.5% | -1.2% | -9.6% |
| 30D | -34.3% | -7.5% | -26.8% | -32.7% |
| 3M | -53.4% | +23.1% | -76.5% | -56.4% |
| 6M | -62.0% | +75.3% | -137.2% | -67.6% |
| YTD | -49.1% | +14.1% | -63.2% | -52.0% |
| 1Y | -53.1% | -0.6% | -52.6% | -54.5% |
| 3Y | +318.7% | +20.8% | +297.8% | +284.0% |
| All | +54.8% | -48.9% | +103.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling