+125.0%
RY vs ESTC
-52.1%
+177.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.5% |
| 7D | -0.6% | -3.6% | +3.0% | -0.3% |
| 30D | +6.1% | -11.2% | +17.3% | +6.9% |
| 3M | -3.4% | +14.3% | -17.7% | -4.6% |
| 6M | +12.8% | +67.0% | -54.2% | +8.1% |
| YTD | +21.0% | +15.7% | +5.4% | +18.7% |
| 1Y | +40.5% | -6.3% | +46.7% | +39.8% |
| 3Y | +159.9% | +14.5% | +145.4% | +148.0% |
| 5Y | +125.0% | -49.9% | +174.8% | +110.2% |
| All | +125.0% | -52.1% | +177.0% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling