+39.3%
RY vs ESTC
-8.0%
+47.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.0% | -2.6% | -0.3% | -2.9% |
| 30D | +6.3% | -8.6% | +14.9% | +6.4% |
| 3M | -2.6% | +14.4% | -16.9% | -2.6% |
| 6M | +13.9% | +73.3% | -59.4% | +12.9% |
| YTD | +21.7% | +15.7% | +6.0% | +20.9% |
| All | +39.3% | -8.0% | +47.2% | +38.6% |
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