+157.5%
RY vs ESTC
+25.2%
+132.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.5% |
| 7D | +3.1% | -8.1% | +11.2% | +3.4% |
| 30D | -0.3% | +31.7% | -32.0% | -1.6% |
| 3M | +8.7% | +41.1% | -32.4% | +6.8% |
| 6M | +28.5% | +77.1% | -48.5% | +24.7% |
| YTD | +25.1% | +21.7% | +3.4% | +23.5% |
| 1Y | +46.3% | +8.4% | +37.9% | +45.0% |
| All | +157.5% | +25.2% | +132.3% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling