+134.2%
RRC vs ESTC
-52.1%
+186.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +6.4% | +2.4% | +4.0% | +6.0% |
| 30D | +23.9% | -4.2% | +28.1% | +24.5% |
| 3M | +30.2% | +2.5% | +27.7% | +28.9% |
| 6M | +26.3% | +81.5% | -55.2% | +14.1% |
| YTD | +48.1% | +16.8% | +31.2% | +41.8% |
| 1Y | +37.7% | -3.5% | +41.1% | +35.7% |
| 3Y | +60.3% | +17.7% | +42.6% | +44.0% |
| All | +134.2% | -52.1% | +186.2% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling