+216.9%
RGEN vs ESTC
+24.7%
+192.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.1% | -2.6% | -0.5% | -2.3% |
| 30D | +0.1% | -8.6% | +8.7% | +2.9% |
| 3M | +4.8% | +14.4% | -9.6% | -1.3% |
| 6M | +48.9% | +73.3% | -24.4% | +20.9% |
| YTD | +5.3% | +15.7% | -10.4% | -3.8% |
| 1Y | +12.5% | -7.6% | +20.1% | +9.7% |
| 3Y | +17.0% | +14.6% | +2.4% | -4.1% |
| 5Y | -35.4% | -50.0% | +14.7% | -35.4% |
| All | +216.9% | +24.7% | +192.1% | +124.4% |
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