-84.4%
RIVN vs ESTC
-49.6%
-34.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.9% |
| 7D | -2.1% | -8.1% | +6.1% | +1.5% |
| 30D | +1.2% | +31.7% | -30.5% | -12.7% |
| 3M | -13.1% | +41.1% | -54.2% | -27.8% |
| 6M | +5.5% | +77.1% | -71.6% | -22.7% |
| YTD | -20.1% | +21.7% | -41.8% | -31.0% |
| 1Y | +14.9% | +8.4% | +6.5% | +2.3% |
| 3Y | -32.5% | +23.6% | -56.1% | -55.6% |
| All | -84.4% | -49.6% | -34.8% | -83.3% |
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