+1,127.7%
RSP vs JBL
+2,042.6%
-914.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -0.8% | +3.0% | -3.8% | -1.7% |
| 30D | -0.3% | -8.3% | +7.9% | +1.9% |
| 3M | +4.3% | -16.9% | +21.2% | +8.9% |
| 6M | +8.8% | +21.8% | -12.9% | +0.3% |
| YTD | +15.3% | +36.3% | -21.0% | +2.1% |
| 1Y | +18.3% | +49.5% | -31.2% | +1.0% |
| 3Y | +52.8% | +170.6% | -117.8% | +3.3% |
| 5Y | +51.7% | +408.4% | -356.7% | -17.6% |
| 10Y | +208.5% | +1,450.4% | -1,241.9% | +13.5% |
| All | +1,127.7% | +2,042.6% | -914.8% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling