+62.9%
RSG vs ESTC
+13.7%
+49.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.6% | -2.6% | +4.2% | +1.7% |
| 30D | +13.5% | -8.6% | +22.1% | +13.6% |
| 3M | +16.3% | +14.4% | +2.0% | +15.6% |
| 6M | +26.9% | +73.3% | -46.4% | +24.6% |
| YTD | +19.1% | +15.7% | +3.3% | +18.2% |
| 1Y | +21.8% | -7.6% | +29.4% | +21.7% |
| All | +62.9% | +13.7% | +49.2% | +58.9% |
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 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