+26.1%
JBL vs REPL
+144.6%
-118.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +6.3% | +1.2% | +5.1% | +6.3% |
| 30D | -13.5% | +92.2% | -105.7% | -14.3% |
| 3M | -31.3% | +44.1% | -75.4% | -31.8% |
| 6M | -28.4% | +313.0% | -341.5% | -29.8% |
| YTD | +11.6% | +125.2% | -113.6% | +8.6% |
| 1Y | +26.1% | +143.8% | -117.6% | +22.7% |
| All | +26.1% | +144.6% | -118.5% | +22.7% |
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 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