+20.5%
JD vs REPL
+100.5%
-80.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 3M | -15.4% | +70.3% | -85.7% | -16.1% |
| 6M | -6.0% | +472.0% | -478.0% | -9.4% |
| YTD | +2.2% | +139.5% | -137.3% | -1.5% |
| 1Y | -6.7% | +167.3% | -173.9% | -10.1% |
| 3Y | +20.5% | +109.5% | -89.0% | +9.5% |
| All | +20.5% | +100.5% | -80.0% | +9.5% |
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