-17.7%
RNG vs ESTC
+19.1%
-36.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -6.1% | -9.2% | +3.1% | -1.3% |
| 30D | +9.6% | +8.1% | +1.5% | +3.4% |
| 3M | +83.3% | +38.5% | +44.9% | +52.0% |
| 6M | +77.9% | +57.8% | +20.2% | +37.6% |
| YTD | +139.9% | +10.5% | +129.4% | +119.4% |
| 1Y | +121.7% | -6.4% | +128.0% | +116.5% |
| 3Y | +121.9% | +4.7% | +117.2% | +71.6% |
| 5Y | -68.4% | -47.8% | -20.6% | -67.3% |
| All | -17.7% | +19.1% | -36.8% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling