+124.0%
JPM vs REPL
-35.6%
+159.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -1.0% |
| 7D | -0.8% | +22.8% | -23.5% | -1.1% |
| 30D | +1.5% | +63.8% | -62.3% | +0.6% |
| 3M | -5.7% | +68.1% | -73.8% | -6.6% |
| 6M | +7.2% | +528.5% | -521.3% | +2.2% |
| YTD | +5.8% | +122.4% | -116.6% | +1.9% |
| 1Y | +8.8% | +154.4% | -145.6% | +4.4% |
| 3Y | +147.4% | +68.0% | +79.4% | +123.0% |
| All | +124.0% | -35.6% | +159.6% | +114.0% |
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 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