-16.0%
RKT vs ESTC
-5.3%
-10.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.3% |
| 7D | +10.3% | -1.2% | +11.5% | +10.5% |
| 30D | +32.3% | -8.1% | +40.4% | +34.4% |
| 3M | +10.7% | +20.2% | -9.5% | +3.8% |
| 6M | -3.2% | +72.7% | -75.9% | -17.8% |
| YTD | -21.5% | +19.6% | -41.2% | -27.7% |
| 1Y | -6.0% | +0.3% | -6.3% | -9.8% |
| 3Y | +104.2% | +22.8% | +81.4% | +68.6% |
| 5Y | +2.5% | -50.9% | +53.4% | -6.0% |
| All | -16.0% | -5.3% | -10.7% | -33.4% |
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