+212.8%
RDDT vs ESTC
-20.0%
+232.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.1% | -9.2% | +11.3% | +6.0% |
| 30D | +2.8% | +8.1% | -5.3% | -2.6% |
| 3M | -8.9% | +38.5% | -47.4% | -22.6% |
| 6M | +15.1% | +57.8% | -42.7% | -8.1% |
| YTD | -31.4% | +10.5% | -41.9% | -37.4% |
| 1Y | -39.4% | -6.4% | -33.1% | -41.4% |
| All | +212.8% | -20.0% | +232.8% | +217.9% |
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 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