-5.6%
ROP vs ESTC
+16.0%
-21.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -2.7% | +5.8% | -8.4% | -3.4% |
| 30D | +29.7% | -5.6% | +35.3% | +30.2% |
| 3M | +21.2% | +15.4% | +5.8% | +18.1% |
| 6M | +48.3% | +77.8% | -29.5% | +36.5% |
| YTD | +8.4% | +18.1% | -9.7% | +3.8% |
| 1Y | +6.0% | -3.7% | +9.7% | +3.4% |
| All | -5.6% | +16.0% | -21.5% | -9.0% |
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