+54.3%
JD vs RBA
+377.8%
-323.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.8% |
| YTD | +2.0% | -18.2% | +20.2% | +5.6% |
| 1Y | -5.4% | -27.5% | +22.1% | +0.8% |
| 3Y | -9.1% | +38.1% | -47.2% | -18.3% |
| 5Y | -59.6% | +44.8% | -104.4% | -64.9% |
| 10Y | +26.2% | +187.1% | -160.9% | -5.6% |
| All | +54.3% | +377.8% | -323.4% | -25.9% |
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 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