+119.5%
RSP vs JAAA
+30.2%
+89.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +4.4% | +0.4% | +4.0% | +3.8% |
| 3M | +1.3% | +1.2% | +0.1% | -0.5% |
| 6M | +10.0% | +2.3% | +7.6% | +6.2% |
| YTD | +17.6% | +4.0% | +13.7% | +11.1% |
| 1Y | +19.2% | +4.8% | +14.4% | +11.3% |
| 3Y | +66.0% | +18.5% | +47.6% | +40.8% |
| 5Y | +50.4% | +27.5% | +22.9% | +20.9% |
| All | +119.5% | +30.2% | +89.2% | +65.2% |
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