+646.8%
RGTI vs ESTC
+7.0%
+639.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.0% |
| 7D | -0.1% | -13.2% | +13.0% | +5.9% |
| 30D | -16.2% | +9.3% | -25.5% | -21.4% |
| 3M | -22.0% | +37.3% | -59.4% | -34.4% |
| 6M | -10.8% | +61.0% | -71.8% | -31.4% |
| YTD | -31.6% | +10.7% | -42.2% | -37.6% |
| 1Y | -6.4% | -7.2% | +0.8% | -9.1% |
| All | +646.8% | +7.0% | +639.8% | +559.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling