+228.5%
RGEN vs ESTC
+28.9%
+199.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.7% | +1.6% |
| 7D | +3.5% | -1.2% | +4.6% | +3.9% |
| 30D | +2.9% | -8.1% | +11.0% | +5.6% |
| 3M | +9.2% | +20.2% | -11.0% | +1.2% |
| 6M | +44.9% | +72.7% | -27.8% | +17.9% |
| YTD | +9.2% | +19.6% | -10.4% | -1.3% |
| 1Y | +25.3% | +0.3% | +25.0% | +18.9% |
| 3Y | +21.7% | +22.8% | -1.1% | -2.6% |
| 5Y | -34.5% | -50.9% | +16.4% | -34.1% |
| All | +228.5% | +28.9% | +199.5% | +130.2% |
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 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