+185.2%
RCL vs ESTC
+23.0%
+162.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.7% |
| 7D | +6.5% | -11.5% | +18.0% | +10.2% |
| 30D | +15.9% | -7.5% | +23.4% | +18.0% |
| 3M | +2.7% | +23.1% | -20.4% | -5.8% |
| 6M | +15.2% | +75.3% | -60.0% | -6.4% |
| YTD | +19.2% | +14.1% | +5.1% | +8.9% |
| 1Y | +31.6% | -0.6% | +32.2% | +24.6% |
| 3Y | +274.2% | +20.8% | +253.4% | +204.0% |
| 5Y | +250.1% | -48.8% | +298.8% | +243.6% |
| All | +185.2% | +23.0% | +162.2% | +56.6% |
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