+122.5%
RRX vs ESTC
+31.2%
+91.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.9% |
| 7D | +3.4% | -8.1% | +11.6% | +4.9% |
| 30D | -11.1% | +31.7% | -42.8% | -16.3% |
| 3M | -23.7% | +41.1% | -64.8% | -29.3% |
| 6M | -22.0% | +77.1% | -99.1% | -31.6% |
| YTD | +16.5% | +21.7% | -5.2% | +9.1% |
| 1Y | +11.5% | +8.4% | +3.1% | +5.9% |
| 3Y | +1.5% | +23.6% | -22.1% | -10.2% |
| 5Y | +18.3% | -46.5% | +64.7% | +14.4% |
| All | +122.5% | +31.2% | +91.3% | +50.2% |
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 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