-24.2%
REPL vs ESTC
+25.2%
-49.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.5% |
| 7D | -3.0% | -8.1% | +5.1% | -1.2% |
| 30D | +27.1% | +31.7% | -4.5% | +16.6% |
| 3M | +52.4% | +41.1% | +11.3% | +36.6% |
| 6M | +107.4% | +77.1% | +30.4% | +76.5% |
| YTD | +54.7% | +21.7% | +33.0% | +41.2% |
| 1Y | +158.9% | +8.4% | +150.5% | +138.9% |
| All | -24.2% | +25.2% | -49.3% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling