-8.8%
JD vs REPL
+39.1%
-47.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.7% |
| 7D | +7.9% | +14.2% | -6.3% | +7.2% |
| 30D | +4.8% | +65.9% | -61.1% | +1.9% |
| 3M | -13.9% | +84.6% | -98.5% | -16.8% |
| 6M | -5.8% | +446.9% | -452.7% | -17.9% |
| YTD | +2.4% | +129.0% | -126.6% | -9.6% |
| 1Y | -7.5% | +167.9% | -175.4% | -19.3% |
| 3Y | +20.9% | +93.9% | -73.0% | -11.7% |
| 5Y | -58.0% | -33.0% | -25.1% | -66.1% |
| All | -8.8% | +39.1% | -47.9% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling