-43.4%
RGEN vs ESTC
-46.4%
+3.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.2% |
| 7D | -4.9% | -8.1% | +3.2% | -2.6% |
| 30D | +5.7% | +31.7% | -26.0% | -4.7% |
| 3M | +32.4% | +41.1% | -8.6% | +16.1% |
| 6M | +33.2% | +77.1% | -43.9% | +7.3% |
| YTD | +2.3% | +21.7% | -19.4% | -7.7% |
| 1Y | +39.0% | +8.4% | +30.6% | +28.5% |
| 3Y | -4.6% | +23.6% | -28.2% | -25.0% |
| All | -43.4% | -46.4% | +3.0% | -44.3% |
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