-45.9%
RUN vs ESTC
+7.3%
-53.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +1.0% |
| 7D | +1.3% | -8.1% | +9.4% | +3.9% |
| 30D | -15.3% | +31.7% | -46.9% | -25.0% |
| 3M | -40.0% | +41.1% | -81.1% | -48.4% |
| 6M | -27.0% | +77.1% | -104.0% | -43.7% |
| YTD | -51.7% | +21.7% | -73.4% | -56.3% |
| 1Y | -45.9% | +8.4% | -54.3% | -49.2% |
| All | -45.9% | +7.3% | -53.2% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling