+155.2%
RRC vs ESTC
+31.2%
+124.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.2% |
| 7D | +1.3% | -8.1% | +9.4% | +2.5% |
| 30D | +10.1% | +31.7% | -21.6% | +4.6% |
| 3M | +4.0% | +41.1% | -37.0% | -2.5% |
| 6M | +1.6% | +77.1% | -75.5% | -9.0% |
| YTD | +19.7% | +21.7% | -2.0% | +13.4% |
| 1Y | +21.4% | +8.4% | +13.0% | +16.6% |
| 3Y | +29.7% | +23.6% | +6.0% | +14.8% |
| 5Y | +153.9% | -46.5% | +200.3% | +146.0% |
| All | +155.2% | +31.2% | +124.0% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling