-6.7%
JD vs REPL
+175.2%
-181.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | +5.2% | +12.7% | -7.5% | +5.0% |
| 30D | +4.5% | +73.5% | -69.0% | +3.4% |
| 3M | -15.4% | +70.3% | -85.7% | -16.3% |
| 6M | -6.0% | +472.0% | -478.0% | -11.3% |
| YTD | +2.2% | +139.5% | -137.3% | -6.7% |
| 1Y | -6.7% | +167.3% | -173.9% | -16.0% |
| All | -6.7% | +175.2% | -181.8% | -16.0% |
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 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