+50.1%
RIG vs ESTC
-51.0%
+101.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.9% |
| 7D | -12.2% | -3.6% | -8.6% | -11.5% |
| 30D | -6.0% | -11.2% | +5.2% | -3.6% |
| 3M | -9.4% | +14.3% | -23.8% | -13.0% |
| 6M | -19.1% | +67.0% | -86.0% | -29.2% |
| YTD | +25.4% | +15.7% | +9.8% | +17.7% |
| 1Y | +23.3% | -6.3% | +29.6% | +21.2% |
| 3Y | -22.1% | +14.5% | -36.6% | -32.1% |
| All | +50.1% | -51.0% | +101.2% | +36.1% |
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