+48.4%
RSP vs JCI
+96.3%
-47.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | +2.4% | +3.2% | -0.8% | +1.3% |
| 30D | +4.3% | -8.6% | +12.9% | +6.9% |
| 3M | -0.3% | -7.7% | +7.4% | +1.6% |
| 6M | +9.8% | -2.6% | +12.4% | +9.1% |
| YTD | +16.8% | +17.4% | -0.5% | +7.2% |
| 1Y | +19.5% | +16.9% | +2.6% | +9.8% |
| 3Y | +65.1% | +186.7% | -121.6% | +0.5% |
| All | +48.4% | +96.3% | -47.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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