+16.2%
RSP vs JBL
+49.3%
-33.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.8% | +4.0% | -5.8% | -2.2% |
| 30D | -2.5% | -7.5% | +4.9% | -1.9% |
| 3M | +3.0% | -14.1% | +17.1% | +4.4% |
| 6M | +8.9% | +25.9% | -17.0% | +4.6% |
| YTD | +13.0% | +36.7% | -23.7% | +7.4% |
| 1Y | +16.2% | +49.0% | -32.8% | +8.8% |
| All | +16.2% | +49.3% | -33.0% | +8.8% |
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