-6.1%
RDW vs ESTC
-47.6%
+41.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.9% | -9.2% | +10.0% | +4.5% |
| 30D | -21.3% | +8.1% | -29.3% | -25.4% |
| 3M | -37.9% | +38.5% | -76.3% | -47.0% |
| 6M | +12.3% | +57.8% | -45.5% | -10.0% |
| YTD | +39.7% | +10.5% | +29.2% | +27.9% |
| 1Y | +25.7% | -6.4% | +32.0% | +20.9% |
| 3Y | +230.8% | +4.7% | +226.2% | +188.9% |
| All | -6.1% | -47.6% | +41.5% | +2.9% |
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