+325.3%
JCI vs RBA
+182.6%
+142.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.6% |
| 7D | +5.1% | -1.1% | +6.2% | +5.5% |
| 30D | -3.8% | -13.2% | +9.4% | +0.3% |
| 3M | +1.9% | -21.4% | +23.3% | +8.8% |
| 6M | +11.2% | -20.9% | +32.1% | +18.3% |
| YTD | +22.9% | -19.9% | +42.8% | +29.3% |
| 1Y | +37.4% | -28.7% | +66.1% | +50.1% |
| 3Y | +167.8% | +27.4% | +140.4% | +137.3% |
| 5Y | +115.0% | +41.7% | +73.3% | +78.2% |
| 10Y | +325.3% | +189.6% | +135.7% | +149.1% |
| All | +325.3% | +182.6% | +142.8% | +149.1% |
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