+109.3%
RSP vs JAAA
+29.3%
+80.1%
-21.4%
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 | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -3.4% | +0.4% | -3.8% | -4.0% |
| 3M | +3.6% | +1.2% | +2.4% | +1.8% |
| 6M | +9.0% | +2.7% | +6.3% | +4.8% |
| YTD | +12.2% | +3.2% | +9.0% | +7.1% |
| 1Y | +15.6% | +4.8% | +10.7% | +7.9% |
| 3Y | +51.6% | +19.0% | +32.7% | +29.2% |
| 5Y | +50.4% | +26.8% | +23.6% | +22.0% |
| All | +109.3% | +29.3% | +80.1% | +59.3% |
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 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