-48.3%
REPL vs JAAA
+30.2%
-78.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.5% | -6.5% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +66.6% | +0.4% | +66.2% | +66.0% |
| 3M | +59.6% | +1.2% | +58.4% | +57.7% |
| 6M | +482.4% | +2.3% | +480.0% | +471.2% |
| YTD | +124.1% | +4.0% | +120.1% | +118.1% |
| 1Y | +138.6% | +4.8% | +133.8% | +131.3% |
| 3Y | +96.0% | +18.5% | +77.6% | +78.0% |
| 5Y | -35.4% | +27.5% | -62.9% | -44.4% |
| All | -48.3% | +30.2% | -78.6% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling