+109.5%
REPL vs ESTC
+19.0%
+90.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +5.4% |
| 7D | +12.7% | -3.6% | +16.3% | +13.7% |
| 30D | +73.5% | -11.2% | +84.7% | +78.3% |
| 3M | +70.3% | +14.3% | +56.0% | +61.3% |
| 6M | +472.0% | +67.0% | +405.0% | +392.9% |
| YTD | +139.5% | +15.7% | +123.9% | +119.4% |
| 1Y | +167.3% | -6.3% | +173.5% | +155.9% |
| 3Y | +109.5% | +14.5% | +95.0% | +94.5% |
| All | +109.5% | +19.0% | +90.5% | +94.5% |
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