+479.1%
JPM vs RBA
+225.5%
+253.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.2% | +3.2% | -2.0% | +0.4% |
| 30D | +2.7% | +12.0% | -9.3% | -0.6% |
| 3M | -4.5% | +2.9% | -7.3% | -5.5% |
| 6M | +14.3% | -6.3% | +20.6% | +15.1% |
| YTD | +8.2% | -5.9% | +14.1% | +8.4% |
| 1Y | +10.0% | -3.9% | +13.9% | +9.6% |
| 3Y | +149.0% | +64.9% | +84.1% | +111.2% |
| 5Y | +131.0% | +48.5% | +82.6% | +96.8% |
| 10Y | +479.1% | +211.8% | +267.3% | +234.2% |
| All | +479.1% | +225.5% | +253.6% | +234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling