+107.4%
REPL vs ESTC
+74.7%
+32.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | +0.1% |
| 7D | -3.0% | -8.1% | +5.1% | +0.2% |
| 30D | +27.1% | +31.7% | -4.5% | +4.9% |
| 3M | +52.4% | +41.1% | +11.3% | +20.0% |
| 6M | +107.4% | +77.1% | +30.4% | +107.7% |
| All | +107.4% | +74.7% | +32.7% | +107.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling