+849.0%
JBL vs REPL
+36.1%
+812.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.4% | +10.1% | +3.9% |
| 7D | +0.1% | +5.3% | -5.1% | -0.1% |
| 30D | -17.0% | +66.6% | -83.7% | -19.3% |
| 3M | -27.4% | +59.6% | -86.9% | -29.3% |
| 6M | -29.1% | +482.4% | -511.4% | -38.0% |
| YTD | +13.6% | +124.1% | -110.4% | +1.1% |
| 1Y | +22.8% | +138.6% | -115.8% | +8.7% |
| 3Y | +103.0% | +96.0% | +7.0% | +48.2% |
| 5Y | +307.4% | -35.4% | +342.8% | +234.1% |
| All | +849.0% | +36.1% | +812.9% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling