+88.7%
RIG vs ESTC
+7.3%
+81.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.6% |
| 7D | +0.9% | -8.1% | +9.0% | +1.4% |
| 30D | +13.8% | +31.7% | -17.9% | +11.7% |
| 3M | -6.4% | +41.1% | -47.5% | -8.2% |
| 6M | -8.2% | +77.1% | -85.2% | -12.0% |
| YTD | +41.6% | +21.7% | +19.9% | +36.7% |
| 1Y | +88.7% | +8.4% | +80.3% | +90.0% |
| All | +88.7% | +7.3% | +81.4% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling