+13.7%
RMBS vs ESTC
-5.1%
+18.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +0.9% |
| 7D | +3.5% | -3.3% | +6.8% | +3.5% |
| 30D | -8.6% | +13.4% | -22.0% | -9.5% |
| 3M | -40.3% | +41.3% | -81.6% | -41.9% |
| 6M | -1.0% | +62.6% | -63.6% | -4.3% |
| YTD | -4.6% | +14.8% | -19.4% | -1.8% |
| All | +13.7% | -5.1% | +18.8% | +33.4% |
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