+118.0%
RRX vs ESTC
+23.7%
+94.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | -8.0% | +13.4% | -21.4% | -10.8% |
| 3M | -25.1% | +41.3% | -66.4% | -30.6% |
| 6M | -18.3% | +62.6% | -80.9% | -27.2% |
| YTD | +14.2% | +14.8% | -0.6% | +8.1% |
| 1Y | +13.0% | -5.1% | +18.1% | +10.4% |
| 3Y | +4.2% | +11.2% | -7.0% | -5.9% |
| 5Y | +17.9% | -47.0% | +64.9% | +14.1% |
| All | +118.0% | +23.7% | +94.4% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling