+592.1%
JPM vs RBA
+189.2%
+403.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | -1.4% | -13.0% | +11.6% | +2.3% |
| 3M | +13.9% | -23.1% | +37.1% | +21.6% |
| 6M | +23.5% | -22.6% | +46.1% | +31.4% |
| YTD | +11.6% | -20.4% | +32.0% | +17.4% |
| 1Y | +21.4% | -29.6% | +51.0% | +32.1% |
| 3Y | +163.4% | +26.6% | +136.9% | +139.9% |
| 5Y | +152.5% | +38.2% | +114.3% | +116.8% |
| 10Y | +592.1% | +194.7% | +397.4% | +299.4% |
| All | +592.1% | +189.2% | +403.0% | +299.4% |
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