+187.5%
JBL vs REPL
-25.2%
+212.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.5% |
| 7D | +3.0% | -3.0% | +6.0% | +3.1% |
| 30D | -8.3% | +27.1% | -35.4% | -8.5% |
| 3M | -16.9% | +52.4% | -69.3% | -17.7% |
| 6M | +21.8% | +107.4% | -85.7% | +19.5% |
| YTD | +36.3% | +54.7% | -18.4% | +34.1% |
| 1Y | +49.5% | +158.9% | -109.4% | +45.9% |
| All | +187.5% | -25.2% | +212.7% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling