+253.2%
RY vs ESTC
+31.2%
+222.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | +3.1% | -8.1% | +11.2% | +3.9% |
| 30D | -0.3% | +31.7% | -32.0% | -3.3% |
| 3M | +8.7% | +41.1% | -32.4% | +4.5% |
| 6M | +28.5% | +77.1% | -48.5% | +20.3% |
| YTD | +25.1% | +21.7% | +3.4% | +21.2% |
| 1Y | +46.3% | +8.4% | +37.9% | +42.9% |
| 3Y | +154.9% | +23.6% | +131.3% | +136.2% |
| 5Y | +140.3% | -46.5% | +186.8% | +138.3% |
| All | +253.2% | +31.2% | +222.1% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling