+123.9%
RNG vs ESTC
+11.7%
+112.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.1% |
| 7D | -0.8% | -4.3% | +3.5% | +0.7% |
| 30D | +11.4% | +17.7% | -6.3% | +4.1% |
| 3M | +72.1% | +42.3% | +29.8% | +50.4% |
| 6M | +67.9% | +64.6% | +3.4% | +39.6% |
| YTD | +144.3% | +17.2% | +127.1% | +123.5% |
| 1Y | +117.5% | -4.2% | +121.7% | +109.8% |
| 3Y | +123.9% | +13.5% | +110.4% | +92.0% |
| All | +123.9% | +11.7% | +112.2% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling