+254.2%
RMBS vs ESTC
-49.1%
+303.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | +21.9% | +5.8% | +16.2% | +20.2% |
| 30D | -13.4% | -5.6% | -7.9% | -11.8% |
| 3M | -15.9% | +15.4% | -31.3% | -19.9% |
| 6M | -34.8% | +77.8% | -112.6% | -45.6% |
| YTD | -7.5% | +18.1% | -25.6% | -14.5% |
| 1Y | -16.9% | -3.7% | -13.2% | -18.6% |
| 3Y | +35.5% | +16.9% | +18.7% | +20.1% |
| 5Y | +254.2% | -51.2% | +305.4% | +244.1% |
| All | +254.2% | -49.1% | +303.3% | +244.1% |
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