-5.6%
JD vs REPL
+152.6%
-158.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +1.5% |
| 7D | +13.4% | +22.8% | -9.4% | +12.9% |
| 30D | +7.7% | +63.8% | -56.1% | +6.7% |
| 3M | -11.3% | +68.1% | -79.4% | -12.2% |
| 6M | -5.1% | +528.5% | -533.6% | -10.8% |
| YTD | +5.0% | +122.4% | -117.4% | -4.1% |
| 1Y | -5.6% | +154.4% | -160.0% | -14.8% |
| All | -5.6% | +152.6% | -158.2% | -14.8% |
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