+213.1%
RSP vs JBL
+1,171.0%
-957.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +4.4% | -17.0% | +21.5% | +9.9% |
| 3M | +1.3% | -27.4% | +28.7% | +10.3% |
| 6M | +10.0% | -29.1% | +39.1% | +19.3% |
| YTD | +17.6% | +13.6% | +4.0% | +7.7% |
| 1Y | +19.2% | +22.8% | -3.6% | +6.1% |
| 3Y | +66.0% | +103.0% | -37.0% | +16.7% |
| 5Y | +50.4% | +307.4% | -256.9% | -23.2% |
| All | +213.1% | +1,171.0% | -957.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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