+167.3%
REPL vs ESTC
-3.0%
+170.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +5.5% |
| 7D | +12.7% | -3.6% | +16.3% | +13.8% |
| 30D | +73.5% | -11.2% | +84.7% | +78.6% |
| 3M | +70.3% | +14.3% | +56.0% | +58.8% |
| 6M | +472.0% | +67.0% | +405.0% | +387.6% |
| YTD | +139.5% | +15.7% | +123.9% | +115.7% |
| 1Y | +167.3% | -6.3% | +173.5% | +144.6% |
| All | +167.3% | -3.0% | +170.3% | +144.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling