+296.2%
RIO vs ESTC
+31.2%
+265.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.9% |
| 7D | 0.0% | -8.1% | +8.1% | +0.8% |
| 30D | +4.0% | +31.7% | -27.7% | +0.2% |
| 3M | +0.1% | +41.1% | -40.9% | -4.4% |
| 6M | +12.7% | +77.1% | -64.4% | +4.2% |
| YTD | +35.6% | +21.7% | +13.9% | +30.5% |
| 1Y | +73.7% | +8.4% | +65.3% | +68.9% |
| 3Y | +93.3% | +23.6% | +69.7% | +76.2% |
| 5Y | +92.4% | -46.5% | +138.9% | +89.4% |
| All | +296.2% | +31.2% | +265.0% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling