+147.2%
RRX vs ESTC
+27.2%
+120.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | +12.6% | +5.8% | +6.8% | +11.5% |
| 30D | +10.6% | -5.6% | +16.1% | +11.6% |
| 3M | +4.6% | +15.4% | -10.8% | +0.9% |
| 6M | -13.6% | +77.8% | -91.4% | -24.0% |
| YTD | +29.4% | +18.1% | +11.4% | +21.6% |
| 1Y | +31.9% | -3.7% | +35.6% | +28.8% |
| 3Y | +68.3% | +16.9% | +51.4% | +50.3% |
| 5Y | +13.2% | -51.2% | +64.5% | +11.7% |
| All | +147.2% | +27.2% | +120.0% | +67.4% |
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