+192.2%
RCL vs ESTC
+24.7%
+167.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +0.6% | -2.6% | +3.3% | +1.4% |
| 30D | +19.4% | -8.6% | +28.0% | +22.0% |
| 3M | +9.8% | +14.4% | -4.6% | +3.2% |
| 6M | +28.6% | +73.3% | -44.7% | +5.0% |
| YTD | +22.2% | +15.7% | +6.4% | +11.1% |
| 1Y | +29.7% | -7.6% | +37.3% | +25.9% |
| 3Y | +265.3% | +14.6% | +250.7% | +202.7% |
| 5Y | +301.8% | -50.0% | +351.8% | +298.8% |
| All | +192.2% | +24.7% | +167.4% | +59.7% |
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