+24.2%
RRC vs ESTC
+0.7%
+23.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.3% |
| 7D | -1.2% | -4.3% | +3.1% | -1.3% |
| 30D | +9.4% | +17.7% | -8.3% | +9.8% |
| 3M | +7.4% | +42.3% | -34.9% | +8.2% |
| 6M | +1.5% | +64.6% | -63.1% | +3.2% |
| YTD | +19.4% | +17.2% | +2.2% | +20.3% |
| 1Y | +24.2% | -4.2% | +28.4% | +27.1% |
| All | +24.2% | +0.7% | +23.5% | +27.1% |
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