+44.1%
RBA vs JAAA
+29.3%
+14.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -13.0% | +0.5% | -13.4% | -13.3% |
| 3M | -23.1% | +1.2% | -24.4% | -23.8% |
| 6M | -22.6% | +2.7% | -25.3% | -24.1% |
| YTD | -20.4% | +3.2% | -23.6% | -22.2% |
| 1Y | -29.6% | +4.8% | -34.4% | -31.9% |
| 3Y | +26.6% | +19.0% | +7.6% | +23.3% |
| 5Y | +38.2% | +26.8% | +11.4% | +42.4% |
| All | +44.1% | +29.3% | +14.8% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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