+298.0%
RIO vs ESTC
+23.7%
+274.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +1.0% | -3.3% | +4.3% | +1.3% |
| 30D | +4.0% | +13.4% | -9.4% | +2.0% |
| 3M | +4.5% | +41.3% | -36.8% | -0.3% |
| 6M | +17.3% | +62.6% | -45.3% | +9.6% |
| YTD | +36.2% | +14.8% | +21.4% | +32.0% |
| 1Y | +76.1% | -5.1% | +81.2% | +74.1% |
| 3Y | +102.5% | +11.2% | +91.4% | +87.2% |
| 5Y | +103.5% | -47.0% | +150.5% | +99.8% |
| All | +298.0% | +23.7% | +274.3% | +192.2% |
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 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