+116.9%
JCI vs RBA
+45.3%
+71.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | -2.9% | +6.8% | +4.6% |
| 30D | -5.7% | -12.3% | +6.6% | -2.6% |
| 3M | -1.4% | -20.5% | +19.1% | +3.9% |
| 6M | +4.1% | -18.5% | +22.7% | +8.7% |
| YTD | +21.7% | -18.2% | +40.0% | +26.2% |
| 1Y | +36.1% | -27.5% | +63.6% | +46.2% |
| 3Y | +154.4% | +38.1% | +116.4% | +125.4% |
| All | +116.9% | +45.3% | +71.6% | +83.3% |
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 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