+159.7%
RTX vs ESTC
+23.0%
+136.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.5% |
| 7D | -5.1% | -11.5% | +6.4% | -4.0% |
| 30D | +5.1% | -7.5% | +12.7% | +5.8% |
| 3M | -14.8% | +23.1% | -37.9% | -17.2% |
| 6M | +8.0% | +75.3% | -67.2% | +0.5% |
| YTD | +4.5% | +14.1% | -9.6% | +1.3% |
| 1Y | +9.8% | -0.6% | +10.4% | +8.0% |
| 3Y | +144.2% | +20.8% | +123.4% | +123.1% |
| 5Y | +131.4% | -48.8% | +180.2% | +133.0% |
| All | +159.7% | +23.0% | +136.8% | +78.4% |
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