+90.0%
RIO vs ESTC
-48.9%
+139.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | +2.2% | -11.5% | +13.8% | +3.2% |
| 30D | -10.1% | -7.5% | -2.6% | -9.7% |
| 3M | -14.1% | +23.1% | -37.2% | -16.0% |
| 6M | -18.9% | +75.3% | -94.2% | -23.2% |
| YTD | +9.9% | +14.1% | -4.2% | +7.6% |
| 1Y | +27.0% | -0.6% | +27.6% | +25.7% |
| 3Y | +50.1% | +20.8% | +29.3% | +40.3% |
| All | +90.0% | -48.9% | +139.0% | +70.5% |
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