+30.8%
RRC vs ESTC
+0.3%
+30.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.2% |
| 7D | -10.3% | -1.2% | -9.1% | -10.3% |
| 30D | +19.5% | -8.1% | +27.6% | +19.7% |
| 3M | +27.9% | +20.2% | +7.7% | +28.7% |
| 6M | +21.2% | +72.7% | -51.6% | +23.3% |
| YTD | +39.6% | +19.6% | +19.9% | +41.0% |
| All | +30.8% | +0.3% | +30.5% | +36.2% |
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