-16.9%
RMBS vs ESTC
-6.1%
-10.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +21.9% | +5.8% | +16.2% | +21.2% |
| 30D | -13.4% | -5.6% | -7.9% | -12.8% |
| 3M | -15.9% | +15.4% | -31.3% | -16.1% |
| 6M | -34.8% | +77.8% | -112.6% | -37.1% |
| YTD | -7.5% | +18.1% | -25.6% | -4.0% |
| 1Y | -16.9% | -3.7% | -13.2% | -10.6% |
| All | -16.9% | -6.1% | -10.7% | -10.6% |
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 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