+59.0%
JD vs RBA
+434.9%
-375.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.9% |
| 7D | +13.4% | +4.3% | +9.1% | +12.3% |
| 30D | +7.7% | +16.3% | -8.6% | +3.9% |
| 3M | -11.3% | +1.3% | -12.6% | -11.7% |
| 6M | -5.1% | -11.1% | +5.9% | -3.4% |
| YTD | +5.0% | -8.5% | +13.5% | +5.8% |
| 1Y | -5.6% | -2.1% | -3.5% | -6.6% |
| 3Y | +17.8% | +44.6% | -26.8% | +4.7% |
| 5Y | -57.2% | +36.8% | -94.0% | -62.3% |
| 10Y | +34.8% | +227.3% | -192.5% | -2.2% |
| All | +59.0% | +434.9% | -375.9% | -25.8% |
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