+244.0%
RL vs ESTC
-46.4%
+290.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +2.9% |
| 7D | -0.8% | -8.1% | +7.3% | +0.8% |
| 30D | -7.8% | +31.7% | -39.5% | -13.4% |
| 3M | -4.0% | +41.1% | -45.0% | -11.4% |
| 6M | -1.9% | +77.1% | -79.0% | -14.7% |
| YTD | -0.2% | +21.7% | -21.9% | -6.3% |
| 1Y | +10.7% | +8.4% | +2.3% | +5.5% |
| 3Y | +210.8% | +23.6% | +187.1% | +171.9% |
| All | +244.0% | -46.4% | +290.4% | +207.7% |
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