+230.8%
RDW vs ESTC
+6.9%
+223.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.9% | -9.2% | +10.0% | +4.2% |
| 30D | -21.3% | +8.1% | -29.3% | -25.2% |
| 3M | -37.9% | +38.5% | -76.3% | -46.6% |
| 6M | +12.3% | +57.8% | -45.5% | -9.1% |
| YTD | +39.7% | +10.5% | +29.2% | +28.2% |
| 1Y | +25.7% | -6.4% | +32.0% | +21.2% |
| 3Y | +230.8% | +4.7% | +226.2% | +231.0% |
| All | +230.8% | +6.9% | +223.9% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling