+186.7%
JCI vs RBA
+63.1%
+123.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +3.2% | +1.7% | +1.4% | +2.8% |
| 30D | -8.6% | +8.3% | -16.9% | -10.3% |
| 3M | -7.7% | +10.5% | -18.3% | -10.1% |
| 6M | -2.6% | -5.9% | +3.3% | -2.2% |
| YTD | +17.4% | -6.9% | +24.2% | +17.0% |
| 1Y | +16.9% | -4.9% | +21.8% | +15.5% |
| 3Y | +186.7% | +64.5% | +122.3% | +149.3% |
| All | +186.7% | +63.1% | +123.6% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling