-59.4%
RIG vs ESTC
+25.9%
-85.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.2% | +4.4% |
| 7D | +5.7% | +2.4% | +3.3% | +5.0% |
| 30D | -0.7% | -4.2% | +3.5% | +0.3% |
| 3M | -3.1% | +2.5% | -5.6% | -4.9% |
| 6M | -16.3% | +81.5% | -97.8% | -30.1% |
| YTD | +34.1% | +16.8% | +17.3% | +23.8% |
| 1Y | +38.2% | -3.5% | +41.6% | +33.6% |
| 3Y | -15.3% | +17.7% | -33.0% | -28.6% |
| 5Y | +62.5% | -51.7% | +114.2% | +65.5% |
| All | -59.4% | +25.9% | -85.4% | -77.4% |
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