+261.8%
RL vs ESTC
+24.7%
+237.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.4% | -2.6% | -1.7% | -3.8% |
| 30D | +5.6% | -8.6% | +14.2% | +7.2% |
| 3M | -0.6% | +14.4% | -15.0% | -4.1% |
| 6M | +15.5% | +73.3% | -57.8% | +1.7% |
| YTD | +12.3% | +15.7% | -3.4% | +6.2% |
| 1Y | +19.3% | -7.6% | +26.9% | +17.6% |
| 3Y | +255.5% | +14.6% | +241.0% | +219.2% |
| 5Y | +247.1% | -50.0% | +297.1% | +236.8% |
| All | +261.8% | +24.7% | +237.1% | +157.9% |
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