+213.4%
RRC vs ESTC
+27.2%
+186.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +2.5% | +5.8% | -3.2% | +1.5% |
| 30D | +21.1% | -5.6% | +26.7% | +22.0% |
| 3M | +28.4% | +15.4% | +13.0% | +24.3% |
| 6M | +26.5% | +77.8% | -51.3% | +13.4% |
| YTD | +47.0% | +18.1% | +29.0% | +39.6% |
| 1Y | +35.2% | -3.7% | +38.9% | +32.6% |
| 3Y | +61.0% | +16.9% | +44.1% | +44.1% |
| 5Y | +133.6% | -51.2% | +184.9% | +130.3% |
| All | +213.4% | +27.2% | +186.2% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling