-29.6%
RBA vs JAAA
+4.9%
-34.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -2.3% |
| 30D | -13.0% | +0.5% | -13.4% | -14.5% |
| 3M | -23.1% | +1.2% | -24.4% | -26.6% |
| 6M | -22.6% | +2.7% | -25.3% | -29.4% |
| YTD | -20.4% | +3.2% | -23.6% | -27.7% |
| 1Y | -29.6% | +4.8% | -34.4% | -35.6% |
| All | -29.6% | +4.9% | -34.4% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling