+208.0%
RDDT vs ESTC
-19.9%
+227.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.6% | +9.7% | +7.5% |
| 7D | -0.4% | -13.2% | +12.7% | +5.1% |
| 30D | -0.5% | +9.3% | -9.9% | -6.3% |
| 3M | -9.8% | +37.3% | -47.1% | -23.0% |
| 6M | +15.8% | +61.0% | -45.2% | -8.2% |
| YTD | -32.4% | +10.7% | -43.1% | -38.4% |
| 1Y | -40.0% | -7.2% | -32.9% | -41.7% |
| All | +208.0% | -19.9% | +227.9% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling