+129.2%
RCL vs ESTC
+26.3%
+102.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.9% |
| 7D | -0.5% | -4.3% | +3.8% | +0.7% |
| 30D | -17.3% | +17.7% | -35.1% | -22.5% |
| 3M | -2.8% | +42.3% | -45.0% | -14.5% |
| 6M | -4.4% | +64.6% | -69.0% | -20.7% |
| YTD | -4.2% | +17.2% | -21.4% | -12.6% |
| 1Y | -23.4% | -4.2% | -19.2% | -26.1% |
| 3Y | +179.4% | +13.5% | +165.9% | +132.7% |
| 5Y | +238.8% | -45.5% | +284.3% | +226.5% |
| All | +129.2% | +26.3% | +102.9% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling