+187.2%
RNG vs ESTC
+13.7%
+173.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | -3.5% | -2.6% | -0.9% | -2.6% |
| 30D | -3.8% | -8.6% | +4.8% | -0.5% |
| 3M | +18.6% | +14.4% | +4.2% | +12.2% |
| 6M | +69.2% | +73.3% | -4.1% | +39.2% |
| YTD | +161.9% | +15.7% | +146.1% | +141.1% |
| 1Y | +176.2% | -7.6% | +183.8% | +170.3% |
| All | +187.2% | +13.7% | +173.6% | +154.8% |
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 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