+55.6%
RGTI vs ESTC
-49.0%
+104.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.2% |
| 7D | -0.1% | -13.2% | +13.0% | +6.6% |
| 30D | -16.2% | +9.3% | -25.5% | -22.0% |
| 3M | -22.0% | +37.3% | -59.4% | -35.5% |
| 6M | -10.8% | +61.0% | -71.8% | -33.1% |
| YTD | -31.6% | +10.7% | -42.2% | -38.5% |
| 1Y | -6.4% | -7.2% | +0.8% | -10.4% |
| 3Y | +665.7% | +7.2% | +658.5% | +532.8% |
| 5Y | +55.6% | -47.7% | +103.4% | +38.8% |
| All | +55.6% | -49.0% | +104.6% | +38.8% |
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