-7.9%
JD vs REPL
+25.1%
-33.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +3.4% |
| 7D | +11.7% | +15.1% | -3.4% | +10.9% |
| 30D | +8.1% | +51.1% | -43.0% | +5.7% |
| 3M | -12.0% | +69.2% | -81.2% | -14.6% |
| 6M | -3.5% | +597.6% | -601.1% | -17.4% |
| YTD | +3.3% | +106.0% | -102.6% | -8.3% |
| 1Y | -7.4% | +133.3% | -140.8% | -18.6% |
| 3Y | +16.6% | +41.0% | -24.4% | -11.9% |
| 5Y | -57.9% | -40.1% | -17.7% | -65.7% |
| All | -7.9% | +25.1% | -33.1% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling