-61.3%
JD vs RBA
+45.3%
-106.5%
-75.6%
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 | -1.7% | -2.9% | +1.3% | -1.0% |
| 30D | -13.2% | -12.3% | -0.9% | -10.5% |
| 3M | -3.2% | -20.5% | +17.3% | +1.5% |
| 6M | +15.2% | -18.5% | +33.8% | +19.7% |
| YTD | +2.0% | -18.2% | +20.2% | +5.5% |
| 1Y | -5.4% | -27.5% | +22.1% | +1.0% |
| 3Y | -9.1% | +38.1% | -47.2% | -20.0% |
| All | -61.3% | +45.3% | -106.5% | -69.0% |
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