+1,871.1%
JPM vs RBA
+3,565.5%
-1,694.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | -2.9% | +3.2% | +1.3% |
| 30D | -0.2% | -12.3% | +12.1% | +4.0% |
| 3M | +15.9% | -20.5% | +36.4% | +23.6% |
| 6M | +20.9% | -18.5% | +39.5% | +27.7% |
| YTD | +12.9% | -18.2% | +31.1% | +18.7% |
| 1Y | +20.3% | -27.5% | +47.8% | +31.5% |
| 3Y | +160.9% | +38.1% | +122.9% | +126.3% |
| 5Y | +154.8% | +44.8% | +110.0% | +109.0% |
| 10Y | +591.1% | +187.1% | +404.0% | +318.5% |
| All | +1,871.1% | +3,565.5% | -1,694.4% | +435.7% |
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