-23.6%
RKT vs ESTC
-7.2%
-16.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.8% |
| 7D | +6.0% | -4.3% | +10.3% | +7.1% |
| 30D | +0.7% | +17.7% | -17.1% | -4.3% |
| 3M | +11.8% | +42.3% | -30.5% | +1.0% |
| 6M | -7.6% | +64.6% | -72.2% | -20.3% |
| YTD | -28.7% | +17.2% | -45.9% | -33.4% |
| 1Y | -32.6% | -4.2% | -28.4% | -34.0% |
| 3Y | +42.1% | +13.5% | +28.6% | +20.5% |
| 5Y | -7.2% | -45.5% | +38.4% | -15.9% |
| All | -23.6% | -7.2% | -16.4% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling