+27.7%
JCI vs REPL
+125.1%
-97.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.5% | -6.3% |
| 7D | -10.7% | +28.8% | -39.5% | -10.7% |
| 30D | -10.4% | +57.3% | -67.7% | -10.5% |
| 3M | -8.3% | +73.6% | -81.8% | -8.3% |
| 6M | -2.1% | +582.8% | -585.0% | 0.0% |
| YTD | +18.4% | +112.9% | -94.5% | +13.9% |
| 1Y | +27.7% | +130.7% | -103.0% | +25.1% |
| All | +27.7% | +125.1% | -97.5% | +25.1% |
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