+49.0%
JBL vs RBA
-29.1%
+78.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +4.0% | -1.9% | +5.9% | +4.1% |
| 30D | -7.5% | -13.0% | +5.5% | -6.2% |
| 3M | -14.1% | -23.1% | +9.1% | -12.2% |
| 6M | +25.9% | -22.6% | +48.5% | +27.6% |
| YTD | +36.7% | -20.4% | +57.0% | +39.2% |
| 1Y | +49.0% | -29.6% | +78.6% | +46.7% |
| All | +49.0% | -29.1% | +78.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling