+133.6%
ROK vs ESTC
+23.0%
+110.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | -13.8% | -11.5% | -2.3% | -11.8% |
| 30D | -14.9% | -7.5% | -7.4% | -13.8% |
| 3M | -14.7% | +23.1% | -37.7% | -18.7% |
| 6M | -17.7% | +75.3% | -93.0% | -27.3% |
| YTD | -2.5% | +14.1% | -16.6% | -7.4% |
| 1Y | +2.3% | -0.6% | +2.8% | -0.7% |
| 3Y | +52.7% | +20.8% | +31.9% | +34.9% |
| 5Y | +20.5% | -48.8% | +69.3% | +18.6% |
| All | +133.6% | +23.0% | +110.7% | +56.8% |
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