+27.4%
RBA vs JAAA
+18.9%
+8.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.4% |
| 30D | -13.2% | +0.5% | -13.7% | -14.6% |
| 3M | -21.4% | +1.2% | -22.6% | -24.6% |
| 6M | -20.9% | +2.8% | -23.7% | -28.3% |
| YTD | -19.9% | +3.2% | -23.0% | -28.1% |
| 1Y | -28.7% | +4.8% | -33.5% | -39.5% |
| 3Y | +27.4% | +19.0% | +8.4% | -10.4% |
| All | +27.4% | +18.9% | +8.6% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling