-64.3%
REPL vs JAAA
+29.3%
-93.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -3.0% | +0.2% | -3.1% | -3.1% |
| 30D | +27.1% | +0.5% | +26.6% | +26.4% |
| 3M | +52.4% | +1.3% | +51.1% | +50.8% |
| 6M | +107.4% | +2.7% | +104.8% | +103.8% |
| YTD | +54.7% | +3.2% | +51.6% | +51.7% |
| 1Y | +158.9% | +4.9% | +153.9% | +151.5% |
| 3Y | -23.7% | +19.0% | -42.7% | -30.8% |
| 5Y | -54.3% | +26.8% | -81.1% | -60.5% |
| All | -64.3% | +29.3% | -93.6% | -70.6% |
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