+135.8%
RSP vs ESTC
+23.0%
+112.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -1.0% | -11.5% | +10.5% | +0.6% |
| 30D | +2.6% | -7.5% | +10.1% | +3.5% |
| 3M | -0.8% | +23.1% | -23.8% | -4.5% |
| 6M | +6.3% | +75.3% | -69.0% | -3.4% |
| YTD | +14.1% | +14.1% | 0.0% | +9.7% |
| 1Y | +18.0% | -0.6% | +18.6% | +15.4% |
| 3Y | +61.0% | +20.8% | +40.2% | +44.7% |
| 5Y | +45.6% | -48.8% | +94.3% | +42.8% |
| All | +135.8% | +23.0% | +112.9% | +68.4% |
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