+50.1%
RIO vs ESTC
+18.0%
+32.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | +2.2% | -11.5% | +13.8% | +2.8% |
| 30D | -10.1% | -7.5% | -2.6% | -9.8% |
| 3M | -14.1% | +23.1% | -37.2% | -15.2% |
| 6M | -18.9% | +75.3% | -94.2% | -21.5% |
| YTD | +9.9% | +14.1% | -4.2% | +8.9% |
| 1Y | +27.0% | -0.6% | +27.6% | +26.9% |
| 3Y | +50.1% | +20.8% | +29.3% | +43.2% |
| All | +50.1% | +18.0% | +32.1% | +43.2% |
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