-69.8%
RNG vs ESTC
-46.4%
-23.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.3% |
| 7D | -4.1% | -3.3% | -0.7% | -2.2% |
| 30D | +8.6% | +13.4% | -4.8% | -0.6% |
| 3M | +78.0% | +41.3% | +36.6% | +44.3% |
| 6M | +67.0% | +62.6% | +4.4% | +25.0% |
| YTD | +142.4% | +14.8% | +127.7% | +115.7% |
| 1Y | +120.4% | -5.1% | +125.5% | +113.2% |
| 3Y | +122.1% | +11.2% | +111.0% | +55.8% |
| 5Y | -69.8% | -47.0% | -22.9% | -74.8% |
| All | -69.8% | -46.4% | -23.5% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling