+450.9%
JCI vs RBA
+3,565.6%
-3,114.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | -2.9% | +6.8% | +4.7% |
| 30D | -5.7% | -12.3% | +6.6% | -2.5% |
| 3M | -1.4% | -20.5% | +19.1% | +4.1% |
| 6M | +4.1% | -18.5% | +22.7% | +9.0% |
| YTD | +21.7% | -18.2% | +40.0% | +26.6% |
| 1Y | +36.1% | -27.5% | +63.6% | +46.1% |
| 3Y | +154.4% | +38.1% | +116.4% | +126.5% |
| 5Y | +112.0% | +44.8% | +67.2% | +82.4% |
| 10Y | +322.2% | +187.1% | +135.1% | +192.8% |
| All | +450.9% | +3,565.6% | -3,114.6% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling