-12.4%
RNG vs ESTC
+31.2%
-43.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.6% | -1.6% |
| 7D | +5.8% | -8.1% | +13.9% | +10.2% |
| 30D | +19.6% | +31.7% | -12.1% | +1.6% |
| 3M | +67.0% | +41.1% | +26.0% | +37.2% |
| 6M | +88.4% | +77.1% | +11.3% | +37.2% |
| YTD | +155.5% | +21.7% | +133.8% | +122.2% |
| 1Y | +141.7% | +8.4% | +133.3% | +118.6% |
| 3Y | +131.1% | +23.6% | +107.5% | +62.8% |
| 5Y | -70.6% | -46.5% | -24.1% | -70.1% |
| All | -12.4% | +31.2% | -43.5% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling