+28.9%
JD vs RBA
+236.6%
-207.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.1% |
| 7D | +7.9% | +2.5% | +5.4% | +7.2% |
| 30D | +4.8% | +11.6% | -6.8% | +1.9% |
| 3M | -13.9% | +1.5% | -15.4% | -14.4% |
| 6M | -5.8% | -6.6% | +0.8% | -5.1% |
| YTD | +2.4% | -6.3% | +8.7% | +2.6% |
| 1Y | -7.5% | -4.0% | -3.6% | -8.1% |
| 3Y | +20.9% | +47.3% | -26.4% | +5.7% |
| 5Y | -58.0% | +47.7% | -105.7% | -64.2% |
| 10Y | +28.9% | +224.7% | -195.8% | -8.9% |
| All | +28.9% | +236.6% | -207.7% | -8.9% |
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 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