+141.9%
RY vs ESTC
-46.4%
+188.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.4% |
| 7D | +3.1% | -8.1% | +11.2% | +3.7% |
| 30D | -0.3% | +31.7% | -32.0% | -2.4% |
| 3M | +8.7% | +41.1% | -32.4% | +5.7% |
| 6M | +28.5% | +77.1% | -48.5% | +22.6% |
| YTD | +25.1% | +21.7% | +3.4% | +22.4% |
| 1Y | +46.3% | +8.4% | +37.9% | +44.0% |
| 3Y | +154.9% | +23.6% | +131.3% | +141.6% |
| All | +141.9% | -46.4% | +188.3% | +132.1% |
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