+93.9%
REPL vs JAAA
+18.5%
+75.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +14.2% | +0.1% | +14.2% | +14.1% |
| 30D | +65.9% | +0.4% | +65.5% | +64.9% |
| 3M | +84.6% | +1.1% | +83.4% | +81.2% |
| 6M | +446.9% | +2.3% | +444.7% | +432.7% |
| YTD | +129.0% | +3.9% | +125.1% | +122.8% |
| 1Y | +167.9% | +4.8% | +163.1% | +160.8% |
| 3Y | +93.9% | +18.4% | +75.5% | +240.3% |
| All | +93.9% | +18.5% | +75.4% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling