+175.2%
RTX vs ESTC
+31.2%
+144.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.2% |
| 7D | -5.2% | -8.1% | +2.9% | -4.3% |
| 30D | -9.4% | +31.7% | -41.1% | -12.4% |
| 3M | +12.3% | +41.1% | -28.8% | +7.6% |
| 6M | -3.1% | +77.1% | -80.2% | -9.9% |
| YTD | +10.7% | +21.7% | -11.0% | +6.8% |
| 1Y | +28.4% | +8.4% | +20.0% | +25.2% |
| 3Y | +147.1% | +23.6% | +123.4% | +125.6% |
| 5Y | +167.2% | -46.5% | +213.7% | +168.4% |
| All | +175.2% | +31.2% | +144.0% | +88.2% |
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