+166.8%
JCI vs REPL
-25.2%
+192.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.9% |
| 7D | +3.8% | -3.0% | +6.8% | +3.9% |
| 30D | -5.7% | +27.1% | -32.8% | -5.9% |
| 3M | -1.4% | +52.4% | -53.8% | -2.2% |
| 6M | +4.1% | +107.4% | -103.3% | +2.7% |
| YTD | +21.7% | +54.7% | -33.0% | +20.5% |
| 1Y | +36.1% | +158.9% | -122.7% | +33.0% |
| All | +166.8% | -25.2% | +192.1% | +163.9% |
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