+47.7%
RBA vs JAAA
+27.4%
+20.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +11.6% | +0.4% | +11.2% | +11.2% |
| 3M | +1.5% | +1.1% | +0.4% | +0.4% |
| 6M | -6.6% | +2.3% | -8.9% | -8.5% |
| YTD | -6.3% | +3.9% | -10.2% | -9.4% |
| 1Y | -4.0% | +4.8% | -8.8% | -7.8% |
| 3Y | +47.3% | +18.4% | +28.8% | +40.1% |
| 5Y | +47.7% | +27.4% | +20.2% | +50.3% |
| All | +47.7% | +27.4% | +20.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling