-57.1%
JD vs REPL
-35.6%
-21.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.0% | -6.4% | +1.4% |
| 7D | +13.4% | +22.8% | -9.4% | +12.6% |
| 30D | +7.7% | +63.8% | -56.1% | +5.9% |
| 3M | -11.3% | +68.1% | -79.4% | -12.9% |
| 6M | -5.1% | +528.5% | -533.6% | -13.4% |
| YTD | +5.0% | +122.4% | -117.4% | -2.7% |
| 1Y | -5.6% | +154.4% | -160.0% | -13.1% |
| 3Y | +17.8% | +68.0% | -50.2% | -4.0% |
| All | -57.1% | -35.6% | -21.5% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling