+2.8%
RDW vs ESTC
-43.0%
+45.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.0% |
| 7D | +3.6% | -3.3% | +6.9% | +4.6% |
| 30D | -18.4% | +13.4% | -31.9% | -23.8% |
| 3M | -32.1% | +41.3% | -73.4% | -41.8% |
| 6M | +10.9% | +62.6% | -51.7% | -10.7% |
| YTD | +40.8% | +14.8% | +26.0% | +27.9% |
| 1Y | +31.1% | -5.1% | +36.2% | +26.1% |
| 3Y | +245.2% | +11.2% | +234.0% | +200.1% |
| 5Y | -16.7% | -47.0% | +30.2% | -19.2% |
| All | +2.8% | -43.0% | +45.8% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling