+89.5%
RSG vs ESTC
-49.0%
+138.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -1.8% | -13.2% | +11.4% | -1.2% |
| 30D | +2.8% | +9.3% | -6.5% | +2.3% |
| 3M | +4.3% | +37.3% | -33.1% | +2.7% |
| 6M | -0.5% | +61.0% | -61.5% | -2.8% |
| YTD | +5.2% | +10.7% | -5.4% | +4.3% |
| 1Y | -2.1% | -7.2% | +5.0% | -2.4% |
| 3Y | +56.5% | +7.2% | +49.3% | +52.0% |
| 5Y | +89.5% | -47.7% | +137.2% | +83.3% |
| All | +89.5% | -49.0% | +138.5% | +83.3% |
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