+49.6%
RSP vs JBL
+298.8%
-249.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +0.7% | -8.1% | +8.8% | +2.5% |
| 30D | +3.7% | -18.4% | +22.1% | +8.0% |
| 3M | +0.7% | -25.8% | +26.4% | +6.6% |
| 6M | +9.0% | -29.6% | +38.7% | +16.0% |
| YTD | +16.7% | +9.6% | +7.0% | +9.8% |
| 1Y | +19.0% | +14.1% | +4.9% | +10.5% |
| 3Y | +64.7% | +95.9% | -31.2% | +25.1% |
| 5Y | +49.6% | +298.3% | -248.7% | -19.8% |
| All | +49.6% | +298.8% | -249.2% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling