+70.4%
REPL vs ESTC
+23.0%
+47.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | +7.4% |
| 7D | +22.8% | -11.5% | +34.3% | +26.7% |
| 30D | +63.8% | -7.5% | +71.3% | +67.0% |
| 3M | +68.1% | +23.1% | +45.1% | +55.3% |
| 6M | +528.5% | +75.3% | +453.2% | +428.2% |
| YTD | +122.4% | +14.1% | +108.3% | +102.3% |
| 1Y | +154.4% | -0.6% | +154.9% | +138.3% |
| 3Y | +68.0% | +20.8% | +47.2% | +35.9% |
| 5Y | -35.4% | -48.8% | +13.4% | -39.9% |
| All | +70.4% | +23.0% | +47.4% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling