+3,900.3%
JBL vs RBA
+3,568.2%
+332.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +3.8% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -13.1% | -2.9% | -10.2% | -12.4% |
| 3M | -15.6% | -20.9% | +5.3% | -9.8% |
| 6M | +24.6% | -17.7% | +42.2% | +31.1% |
| YTD | +39.6% | -18.2% | +57.8% | +46.7% |
| 1Y | +48.6% | -29.1% | +77.7% | +63.6% |
| 3Y | +197.3% | +29.5% | +167.7% | +162.1% |
| 5Y | +413.0% | +40.2% | +372.7% | +327.9% |
| 10Y | +1,543.9% | +203.0% | +1,340.9% | +918.4% |
| All | +3,900.3% | +3,568.2% | +332.2% | +1,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling