+59.9%
RIG vs ESTC
-46.4%
+106.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.4% |
| 7D | -8.2% | -3.3% | -4.9% | -7.6% |
| 30D | -0.2% | +13.4% | -13.6% | -3.8% |
| 3M | -2.7% | +41.3% | -44.1% | -11.1% |
| 6M | -7.5% | +62.6% | -70.0% | -18.7% |
| YTD | +38.3% | +14.8% | +23.5% | +30.3% |
| 1Y | +81.8% | -5.1% | +86.9% | +77.9% |
| 3Y | -30.2% | +11.2% | -41.4% | -38.6% |
| 5Y | +59.9% | -47.0% | +106.9% | +45.7% |
| All | +59.9% | -46.4% | +106.3% | +45.7% |
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