+48.0%
RBA vs JAAA
+29.3%
+18.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -3.1% |
| 30D | -12.3% | +0.5% | -12.8% | -12.7% |
| 3M | -20.5% | +1.3% | -21.8% | -21.3% |
| 6M | -18.5% | +2.7% | -21.2% | -20.1% |
| YTD | -18.2% | +3.2% | -21.4% | -20.1% |
| 1Y | -27.5% | +4.9% | -32.4% | -29.9% |
| 3Y | +38.1% | +19.0% | +19.1% | +34.6% |
| 5Y | +44.8% | +26.8% | +18.0% | +49.2% |
| All | +48.0% | +29.3% | +18.7% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling