+852.9%
JBL vs REPL
+37.4%
+815.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +10.0% | +9.8% | +0.2% | +9.4% |
| 30D | -18.2% | +81.5% | -99.7% | -20.7% |
| 3M | -29.0% | +44.2% | -73.2% | -30.5% |
| 6M | -25.9% | +437.4% | -463.3% | -34.9% |
| YTD | +14.1% | +126.1% | -112.0% | +1.4% |
| 1Y | +21.7% | +143.1% | -121.5% | +7.6% |
| 3Y | +103.8% | +97.8% | +6.0% | +48.7% |
| 5Y | +310.0% | -34.3% | +344.3% | +235.7% |
| All | +852.9% | +37.4% | +815.5% | +492.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling