-9.8%
RNG vs ESTC
+25.9%
-35.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.1% |
| 7D | +4.6% | +2.4% | +2.2% | +3.2% |
| 30D | +0.4% | -4.2% | +4.7% | +2.7% |
| 3M | +11.4% | +2.5% | +9.0% | +8.2% |
| 6M | +95.7% | +81.5% | +14.2% | +40.5% |
| YTD | +162.9% | +16.8% | +146.0% | +133.6% |
| 1Y | +180.3% | -3.5% | +183.7% | +170.9% |
| 3Y | +188.3% | +17.7% | +170.6% | +109.9% |
| 5Y | -72.5% | -51.7% | -20.8% | -70.4% |
| All | -9.8% | +25.9% | -35.7% | -48.2% |
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