+23.7%
JBL vs REPL
+125.1%
-101.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -11.1% | +28.8% | -40.0% | -11.4% |
| 30D | -14.1% | +57.3% | -71.4% | -14.7% |
| 3M | -23.9% | +73.6% | -97.5% | -24.6% |
| 6M | -24.1% | +582.8% | -606.9% | -25.6% |
| YTD | +13.5% | +112.9% | -99.4% | +9.0% |
| 1Y | +23.7% | +130.7% | -106.9% | +18.1% |
| All | +23.7% | +125.1% | -101.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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