+175.9%
RTX vs ESTC
+24.7%
+151.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | -2.6% | +4.1% | +1.7% |
| 30D | +7.8% | -8.6% | +16.4% | +8.7% |
| 3M | -9.8% | +14.4% | -24.1% | -11.6% |
| 6M | +13.5% | +73.3% | -59.8% | +5.8% |
| YTD | +10.9% | +15.7% | -4.8% | +7.4% |
| 1Y | +14.0% | -7.6% | +21.6% | +13.1% |
| 3Y | +159.9% | +14.6% | +145.3% | +139.6% |
| 5Y | +151.7% | -50.0% | +201.7% | +155.4% |
| All | +175.9% | +24.7% | +151.1% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling