+123.3%
RY vs ESTC
-48.9%
+172.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.4% |
| 7D | -0.9% | -11.5% | +10.6% | -0.1% |
| 30D | +5.9% | -7.5% | +13.4% | +6.3% |
| 3M | -4.3% | +23.1% | -27.3% | -6.0% |
| 6M | +12.1% | +75.3% | -63.2% | +7.1% |
| YTD | +20.3% | +14.1% | +6.2% | +18.1% |
| 1Y | +41.0% | -0.6% | +41.6% | +39.6% |
| 3Y | +157.5% | +20.8% | +136.7% | +144.4% |
| All | +123.3% | -48.9% | +172.3% | +110.0% |
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