+45.7%
RCAT vs ESTC
-49.1%
+94.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.0% | -10.3% | -8.8% |
| 7D | +15.6% | +5.8% | +9.8% | +14.0% |
| 30D | -24.1% | -5.6% | -18.5% | -22.6% |
| 3M | -61.9% | +15.4% | -77.3% | -63.7% |
| 6M | -64.3% | +77.8% | -142.1% | -69.6% |
| YTD | -50.4% | +18.1% | -68.4% | -53.6% |
| 1Y | -54.0% | -3.7% | -50.4% | -55.0% |
| 3Y | +347.2% | +16.9% | +330.3% | +312.3% |
| 5Y | +45.7% | -51.2% | +97.0% | +46.9% |
| All | +45.7% | -49.1% | +94.8% | +46.9% |
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 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