+143.1%
REPL vs ESTC
-6.1%
+149.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +9.8% | +5.8% | +4.0% | +8.0% |
| 30D | +81.5% | -5.6% | +87.1% | +83.6% |
| 3M | +44.2% | +15.4% | +28.8% | +34.3% |
| 6M | +437.4% | +77.8% | +359.6% | +358.0% |
| YTD | +126.1% | +18.1% | +108.1% | +101.9% |
| 1Y | +143.1% | -3.7% | +146.8% | +114.3% |
| All | +143.1% | -6.1% | +149.3% | +114.3% |
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 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