+98.8%
JCI vs RBA
+37.7%
+61.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.0% |
| 7D | -9.4% | +4.3% | -13.7% | -10.4% |
| 30D | -13.4% | +16.3% | -29.7% | -16.8% |
| 3M | -12.4% | +1.3% | -13.7% | -13.0% |
| 6M | -5.1% | -11.1% | +5.9% | -3.3% |
| YTD | +13.7% | -8.5% | +22.2% | +14.2% |
| 1Y | +11.4% | -2.1% | +13.5% | +9.5% |
| 3Y | +175.9% | +44.6% | +131.3% | +141.8% |
| All | +98.8% | +37.7% | +61.1% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling