+19.6%
RRX vs ESTC
-47.2%
+66.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.1% |
| 7D | +4.3% | -4.3% | +8.6% | +4.9% |
| 30D | -8.0% | +17.7% | -25.7% | -11.3% |
| 3M | -22.0% | +42.3% | -64.3% | -27.5% |
| 6M | -11.9% | +64.6% | -76.5% | -21.1% |
| YTD | +17.1% | +17.2% | -0.1% | +11.3% |
| 1Y | +14.9% | -4.2% | +19.1% | +13.1% |
| 3Y | +6.9% | +13.5% | -6.6% | -3.2% |
| 5Y | +19.6% | -45.5% | +65.1% | +5.2% |
| All | +19.6% | -47.2% | +66.8% | +5.2% |
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 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