-33.5%
RDDT vs ESTC
+7.3%
-40.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.4% |
| 7D | +1.0% | -8.1% | +9.1% | +3.6% |
| 30D | -0.5% | +31.7% | -32.2% | -11.4% |
| 3M | -16.0% | +41.1% | -57.1% | -27.6% |
| 6M | +4.9% | +77.1% | -72.2% | -17.0% |
| YTD | -32.8% | +21.7% | -54.5% | -43.5% |
| 1Y | -33.5% | +8.4% | -41.8% | -41.9% |
| All | -33.5% | +7.3% | -40.7% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling