+21.7%
JBL vs REPL
+142.3%
-120.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +10.0% | +9.8% | +0.2% | +9.8% |
| 30D | -18.2% | +81.5% | -99.7% | -19.0% |
| 3M | -29.0% | +44.2% | -73.2% | -29.5% |
| 6M | -25.9% | +437.4% | -463.3% | -27.4% |
| YTD | +14.1% | +126.1% | -112.0% | +11.1% |
| 1Y | +21.7% | +143.1% | -121.5% | +16.4% |
| All | +21.7% | +142.3% | -120.7% | +16.4% |
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