+155.3%
JPM vs REPL
-54.3%
+209.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.3% | -3.0% | +3.3% | +0.3% |
| 30D | -0.2% | +27.1% | -27.3% | -0.6% |
| 3M | +15.9% | +52.4% | -36.5% | +14.2% |
| 6M | +20.9% | +107.4% | -86.5% | +16.4% |
| YTD | +12.9% | +54.7% | -41.8% | +9.4% |
| 1Y | +20.3% | +158.9% | -138.6% | +13.5% |
| 3Y | +160.9% | -23.7% | +184.7% | +145.6% |
| All | +155.3% | -54.3% | +209.6% | +142.5% |
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