+16.4%
JCI vs REPL
+163.1%
-146.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +4.8% |
| 7D | -3.4% | +14.2% | -17.6% | -3.5% |
| 30D | -10.1% | +65.9% | -76.0% | -10.3% |
| 3M | -6.8% | +84.6% | -91.4% | -7.0% |
| 6M | +2.0% | +446.9% | -445.0% | +2.9% |
| YTD | +19.2% | +129.0% | -109.8% | +16.7% |
| All | +16.4% | +163.1% | -146.7% | +11.2% |
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 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