-46.9%
RUN vs ESTC
+0.3%
-47.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.9% | -7.3% | -3.8% |
| 7D | +18.1% | -1.2% | +19.2% | +18.1% |
| 30D | +27.5% | -8.1% | +35.6% | +29.8% |
| 3M | -4.5% | +20.2% | -24.7% | -15.2% |
| 6M | -33.3% | +72.7% | -106.1% | -51.2% |
| YTD | -47.1% | +19.6% | -66.7% | -51.3% |
| All | -46.9% | +0.3% | -47.2% | -49.6% |
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