-28.8%
RUN vs ESTC
+31.2%
-59.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | +1.6% |
| 7D | +1.3% | -8.1% | +9.4% | +4.8% |
| 30D | -15.3% | +31.7% | -46.9% | -27.1% |
| 3M | -40.0% | +41.1% | -81.1% | -50.2% |
| 6M | -27.0% | +77.1% | -104.0% | -46.7% |
| YTD | -51.7% | +21.7% | -73.4% | -57.2% |
| 1Y | -45.9% | +8.4% | -54.3% | -50.5% |
| 3Y | -43.8% | +23.6% | -67.4% | -61.7% |
| 5Y | -80.5% | -46.5% | -34.0% | -81.0% |
| All | -28.8% | +31.2% | -59.9% | -60.4% |
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