+1.7%
RKT vs ESTC
-48.9%
+50.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | +17.7% | -11.5% | +29.2% | +21.1% |
| 30D | +31.6% | -7.5% | +39.2% | +33.5% |
| 3M | +13.9% | +23.1% | -9.1% | +5.8% |
| 6M | +2.8% | +75.3% | -72.5% | -13.7% |
| YTD | -22.2% | +14.1% | -36.3% | -27.7% |
| 1Y | -3.5% | -0.6% | -2.9% | -7.4% |
| 3Y | +95.3% | +20.8% | +74.5% | +58.1% |
| All | +1.7% | -48.9% | +50.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling