+95.9%
JBL vs REPL
+100.5%
-4.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.1% |
| 7D | -8.1% | +12.7% | -20.8% | -8.2% |
| 30D | -18.4% | +73.5% | -91.9% | -19.0% |
| 3M | -25.8% | +70.3% | -96.1% | -26.3% |
| 6M | -29.6% | +472.0% | -501.6% | -31.4% |
| YTD | +9.6% | +139.5% | -129.9% | +7.1% |
| 1Y | +14.1% | +167.3% | -153.2% | +11.3% |
| 3Y | +95.9% | +109.5% | -13.6% | +82.2% |
| All | +95.9% | +100.5% | -4.6% | +82.2% |
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