+74.4%
RCAT vs ESTC
+31.2%
+43.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.5% |
| 7D | -1.4% | -8.1% | +6.7% | +1.3% |
| 30D | -3.3% | +31.7% | -35.0% | -13.7% |
| 3M | -43.2% | +41.1% | -84.3% | -50.5% |
| 6M | -43.2% | +77.1% | -120.2% | -54.3% |
| YTD | +5.5% | +21.7% | -16.2% | -4.4% |
| 1Y | -1.6% | +8.4% | -10.0% | -8.9% |
| 3Y | +773.7% | +23.6% | +750.1% | +624.2% |
| 5Y | +187.6% | -46.5% | +234.1% | +202.0% |
| All | +74.4% | +31.2% | +43.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling