+20.6%
JD vs RBA
+64.8%
-44.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +5.2% | +3.2% | +2.0% | +4.6% |
| 30D | +4.5% | +12.0% | -7.5% | +2.5% |
| 3M | -15.4% | +2.9% | -18.3% | -15.9% |
| 6M | -6.0% | -6.3% | +0.2% | -5.8% |
| YTD | +2.2% | -5.9% | +8.0% | +2.0% |
| 1Y | -6.7% | -3.9% | -2.8% | -7.2% |
| All | +20.6% | +64.8% | -44.3% | +10.3% |
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