+71.2%
RIO vs ESTC
+0.7%
+70.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.4% |
| 7D | +1.9% | -4.3% | +6.2% | +1.8% |
| 30D | +5.0% | +17.7% | -12.8% | +5.6% |
| 3M | +5.1% | +42.3% | -37.2% | +6.3% |
| 6M | +17.6% | +64.6% | -46.9% | +19.9% |
| YTD | +36.3% | +17.2% | +19.1% | +37.7% |
| 1Y | +71.2% | -4.2% | +75.4% | +72.6% |
| All | +71.2% | +0.7% | +70.5% | +72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling