-29.7%
RIG vs ESTC
+11.0%
-40.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -8.2% | -3.3% | -4.9% | -7.8% |
| 30D | -0.2% | +13.4% | -13.6% | -2.9% |
| 3M | -2.7% | +41.3% | -44.1% | -9.2% |
| 6M | -7.5% | +62.6% | -70.0% | -16.2% |
| YTD | +38.3% | +14.8% | +23.5% | +32.3% |
| 1Y | +81.8% | -5.1% | +86.9% | +79.9% |
| All | -29.7% | +11.0% | -40.7% | -34.2% |
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