+250.5%
RL vs ESTC
+20.3%
+230.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.1% | -1.2% | -6.2% |
| 7D | -4.7% | -18.5% | +13.8% | -1.0% |
| 30D | +3.6% | -11.0% | +14.5% | +5.7% |
| 3M | +0.5% | +20.8% | -20.2% | -4.1% |
| 6M | +6.6% | +67.9% | -61.3% | -5.6% |
| YTD | +8.8% | +11.6% | -2.8% | +3.6% |
| 1Y | +21.8% | -3.3% | +25.0% | +18.7% |
| 3Y | +245.8% | +16.4% | +229.4% | +209.0% |
| 5Y | +230.0% | -49.9% | +279.8% | +220.0% |
| All | +250.5% | +20.3% | +230.2% | +151.6% |
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