-22.2%
RKT vs ESTC
-3.7%
-18.5%
-83.0%
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% | 0.0% |
| 7D | +2.1% | -8.1% | +10.2% | +4.3% |
| 30D | +1.4% | +31.7% | -30.2% | -6.3% |
| 3M | +6.3% | +41.1% | -34.8% | -3.8% |
| 6M | -15.5% | +77.1% | -92.5% | -28.5% |
| YTD | -27.4% | +21.7% | -49.1% | -32.8% |
| 1Y | -26.6% | +8.4% | -35.0% | -30.5% |
| 3Y | +41.2% | +23.6% | +17.6% | +16.7% |
| 5Y | -6.4% | -46.5% | +40.0% | -15.2% |
| All | -22.2% | -3.7% | -18.5% | -38.1% |
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 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