+1,127.7%
RSP vs JCI
+818.7%
+309.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.3% |
| 7D | -0.8% | +3.8% | -4.6% | -2.3% |
| 30D | -0.3% | -5.7% | +5.3% | +2.0% |
| 3M | +4.3% | -1.4% | +5.7% | +4.2% |
| 6M | +8.8% | +4.1% | +4.7% | +5.7% |
| YTD | +15.3% | +21.7% | -6.5% | +4.3% |
| 1Y | +18.3% | +36.1% | -17.9% | +1.7% |
| 3Y | +52.8% | +154.4% | -101.6% | -2.2% |
| 5Y | +51.7% | +112.0% | -60.3% | +3.0% |
| 10Y | +208.5% | +322.2% | -113.8% | +50.3% |
| All | +1,127.7% | +818.7% | +309.0% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling