+296.1%
JPM vs REPL
-9.7%
+305.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -0.4% | -9.6% | +9.2% | -0.1% |
| 30D | -1.4% | +5.7% | -7.1% | -1.7% |
| 3M | +13.9% | +56.4% | -42.4% | +10.3% |
| 6M | +23.5% | +67.4% | -43.9% | +15.0% |
| YTD | +11.6% | +48.7% | -37.0% | +4.2% |
| 1Y | +21.4% | +148.3% | -126.9% | +7.6% |
| 3Y | +163.4% | -26.7% | +190.1% | +126.3% |
| 5Y | +152.5% | -54.1% | +206.7% | +120.5% |
| All | +296.1% | -9.7% | +305.8% | +176.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling