-9.2%
JD vs REPL
-6.0%
-3.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | -1.7% | -3.0% | +1.3% | -1.5% |
| 30D | -13.2% | +27.1% | -40.3% | -14.3% |
| 3M | -3.2% | +52.4% | -55.6% | -7.5% |
| 6M | +15.2% | +107.4% | -92.2% | +2.3% |
| YTD | +2.0% | +54.7% | -52.8% | -8.0% |
| 1Y | -5.4% | +158.9% | -164.2% | -20.0% |
| 3Y | -9.1% | -23.7% | +14.6% | -26.9% |
| 5Y | -59.6% | -54.3% | -5.3% | -66.7% |
| All | -9.2% | -6.0% | -3.2% | -41.0% |
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 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