+18.9%
RSP vs JBL
+22.9%
-4.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +4.4% | -17.0% | +21.5% | +6.2% |
| 3M | +1.3% | -27.4% | +28.7% | +4.3% |
| 6M | +10.0% | -29.1% | +39.1% | +13.3% |
| YTD | +17.6% | +13.6% | +4.0% | +11.9% |
| All | +18.9% | +22.9% | -4.0% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling