+11.6%
RRX vs ESTC
-8.5%
+20.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.6% | -2.5% |
| 7D | -3.7% | -13.2% | +9.4% | -5.8% |
| 30D | -9.3% | +9.3% | -18.6% | -7.3% |
| 3M | -21.8% | +37.3% | -59.1% | -16.5% |
| 6M | -22.0% | +61.0% | -83.0% | -13.3% |
| YTD | +11.9% | +10.7% | +1.3% | +18.8% |
| 1Y | +11.6% | -7.2% | +18.8% | +22.9% |
| All | +11.6% | -8.5% | +20.1% | +22.9% |
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