+42.0%
RRC vs ESTC
+18.0%
+24.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.2% | -3.1% |
| 7D | -10.8% | -11.5% | +0.7% | -10.0% |
| 30D | +22.3% | -7.5% | +29.9% | +23.1% |
| 3M | +26.6% | +23.1% | +3.6% | +24.1% |
| 6M | +18.9% | +75.3% | -56.3% | +12.9% |
| YTD | +39.2% | +14.1% | +25.1% | +36.9% |
| 1Y | +34.0% | -0.6% | +34.5% | +33.6% |
| 3Y | +42.0% | +20.8% | +21.2% | +39.3% |
| All | +42.0% | +18.0% | +24.0% | +39.3% |
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