+129.8%
RCL vs ESTC
+31.2%
+98.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.2% |
| 7D | -5.1% | -8.1% | +3.0% | -2.8% |
| 30D | -19.0% | +31.7% | -50.7% | -26.7% |
| 3M | -9.6% | +41.1% | -50.6% | -20.2% |
| 6M | -6.7% | +77.1% | -83.8% | -24.3% |
| YTD | -3.9% | +21.7% | -25.6% | -13.3% |
| 1Y | -25.1% | +8.4% | -33.5% | -30.7% |
| 3Y | +179.1% | +23.6% | +155.5% | +125.8% |
| 5Y | +243.3% | -46.5% | +289.8% | +233.6% |
| All | +129.8% | +31.2% | +98.6% | +24.7% |
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 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