+766.7%
RMBS vs ESTC
+31.2%
+735.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.5% |
| 7D | -0.3% | -8.1% | +7.8% | +1.7% |
| 30D | -12.2% | +31.7% | -43.9% | -19.7% |
| 3M | -49.5% | +41.1% | -90.6% | -54.9% |
| 6M | -7.1% | +77.1% | -84.2% | -23.6% |
| YTD | -7.0% | +21.7% | -28.7% | -15.3% |
| 1Y | +13.3% | +8.4% | +5.0% | +5.8% |
| 3Y | +49.2% | +23.6% | +25.6% | +28.7% |
| 5Y | +250.0% | -46.5% | +296.4% | +246.5% |
| All | +766.7% | +31.2% | +735.6% | +502.8% |
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