+67.7%
RRX vs ESTC
+19.0%
+48.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.1% |
| 7D | 0.0% | -3.6% | +3.6% | +0.5% |
| 30D | +9.0% | -11.2% | +20.2% | +10.4% |
| 3M | +4.0% | +14.3% | -10.3% | +1.7% |
| 6M | -15.7% | +67.0% | -82.7% | -22.2% |
| YTD | +29.0% | +15.7% | +13.3% | +26.0% |
| 1Y | +35.2% | -6.3% | +41.5% | +37.8% |
| 3Y | +67.7% | +14.5% | +53.2% | +62.7% |
| All | +67.7% | +19.0% | +48.7% | +62.7% |
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 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