+1,066.0%
JBL vs REPL
-19.2%
+1,085.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.5% | +5.2% |
| 7D | +2.4% | -14.1% | +16.5% | +3.2% |
| 30D | -13.1% | -15.2% | +2.1% | -12.5% |
| 3M | -15.6% | +49.9% | -65.5% | -19.2% |
| 6M | +24.6% | +63.5% | -39.0% | +12.9% |
| YTD | +39.6% | +32.9% | +6.7% | +27.7% |
| 1Y | +48.6% | +115.0% | -66.4% | +27.1% |
| 3Y | +197.3% | -34.7% | +232.0% | +141.8% |
| 5Y | +413.0% | -59.7% | +472.6% | +328.9% |
| All | +1,066.0% | -19.2% | +1,085.2% | +646.3% |
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