-63.0%
JD vs RBA
+48.4%
-111.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +4.2% | +9.0% | -4.7% | +2.0% |
| 3M | -12.8% | +7.2% | -19.9% | -14.4% |
| 6M | -8.8% | -7.8% | -1.0% | -7.9% |
| YTD | +0.5% | -6.4% | +6.9% | +0.6% |
| 1Y | -8.8% | -4.2% | -4.6% | -9.3% |
| 3Y | +18.6% | +64.1% | -45.5% | -0.7% |
| All | -63.0% | +48.4% | -111.4% | -68.6% |
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