+95.8%
RIO vs ESTC
-46.4%
+142.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.8% |
| 7D | 0.0% | -8.1% | +8.1% | +0.6% |
| 30D | +4.0% | +31.7% | -27.7% | +1.3% |
| 3M | +0.1% | +41.1% | -40.9% | -3.2% |
| 6M | +12.7% | +77.1% | -64.4% | +6.5% |
| YTD | +35.6% | +21.7% | +13.9% | +32.1% |
| 1Y | +73.7% | +8.4% | +65.3% | +70.6% |
| 3Y | +93.3% | +23.6% | +69.7% | +80.3% |
| All | +95.8% | -46.4% | +142.2% | +76.2% |
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 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