+13.3%
RMBS vs ESTC
+7.3%
+6.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.4% |
| 7D | -0.3% | -8.1% | +7.8% | -0.2% |
| 30D | -12.2% | +31.7% | -43.9% | -13.6% |
| 3M | -49.5% | +41.1% | -90.6% | -50.4% |
| 6M | -7.1% | +77.1% | -84.2% | -10.5% |
| YTD | -7.0% | +21.7% | -28.7% | -4.8% |
| 1Y | +13.3% | +8.4% | +5.0% | +22.2% |
| All | +13.3% | +7.3% | +6.1% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling