-23.7%
ROP vs ESTC
+0.7%
-24.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.2% |
| 7D | -5.4% | -4.3% | -1.1% | -4.7% |
| 30D | -1.6% | +17.7% | -19.4% | -4.8% |
| 3M | +18.8% | +42.3% | -23.4% | +10.9% |
| 6M | +8.2% | +64.6% | -56.4% | -2.0% |
| YTD | -10.5% | +17.2% | -27.7% | -17.0% |
| 1Y | -23.7% | -4.2% | -19.5% | -28.9% |
| All | -23.7% | +0.7% | -24.5% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling