-29.1%
RCAT vs ESTC
+20.3%
-49.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -6.1% | -8.8% | -12.8% |
| 7D | -32.6% | -18.5% | -14.1% | -27.4% |
| 30D | -46.3% | -11.0% | -35.3% | -44.0% |
| 3M | -60.7% | +20.8% | -81.5% | -63.8% |
| 6M | -67.4% | +67.9% | -135.3% | -73.2% |
| YTD | -57.1% | +11.6% | -68.7% | -59.9% |
| 1Y | -63.8% | -3.3% | -60.5% | -64.7% |
| 3Y | +268.1% | +16.4% | +251.7% | +213.7% |
| 5Y | +25.2% | -49.9% | +75.1% | +35.0% |
| All | -29.1% | +20.3% | -49.3% | -55.2% |
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 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