-32.6%
RKT vs ESTC
+0.7%
-33.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.1% |
| 7D | +6.0% | -4.3% | +10.3% | +6.8% |
| 30D | +0.7% | +17.7% | -17.1% | -2.9% |
| 3M | +11.8% | +42.3% | -30.5% | +4.0% |
| 6M | -7.6% | +64.6% | -72.2% | -16.1% |
| YTD | -28.7% | +17.2% | -45.9% | -32.1% |
| 1Y | -32.6% | -4.2% | -28.4% | -30.1% |
| All | -32.6% | +0.7% | -33.3% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling