+411.3%
JBL vs REPL
-53.9%
+465.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +4.4% | -5.7% | +10.2% | +4.5% |
| 30D | -8.4% | +22.5% | -30.9% | -8.9% |
| 3M | -14.2% | +64.7% | -78.8% | -16.1% |
| 6M | +29.6% | +83.0% | -53.4% | +23.7% |
| YTD | +37.1% | +52.0% | -14.9% | +31.3% |
| 1Y | +49.5% | +144.5% | -95.0% | +39.0% |
| 3Y | +192.7% | -25.1% | +217.7% | +171.6% |
| 5Y | +411.3% | -52.9% | +464.2% | +383.5% |
| All | +411.3% | -53.9% | +465.2% | +383.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling