+301.7%
JCI vs RBA
+236.6%
+65.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.0% |
| 7D | -3.4% | +2.5% | -5.9% | -4.2% |
| 30D | -10.1% | +11.6% | -21.7% | -13.4% |
| 3M | -6.8% | +1.5% | -8.3% | -7.8% |
| 6M | +2.0% | -6.6% | +8.6% | +2.7% |
| YTD | +19.2% | -6.3% | +25.4% | +18.9% |
| 1Y | +16.7% | -4.0% | +20.7% | +15.4% |
| 3Y | +194.3% | +47.3% | +147.1% | +148.3% |
| 5Y | +103.0% | +47.7% | +55.4% | +67.0% |
| 10Y | +301.7% | +224.7% | +77.0% | +125.8% |
| All | +301.7% | +236.6% | +65.2% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling