+211.0%
RSP vs JD
+31.5%
+179.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +2.4% | -4.1% | +6.5% | +2.9% |
| 30D | +4.3% | +4.6% | -0.3% | +3.6% |
| 3M | -0.3% | -4.7% | +4.4% | +0.2% |
| 6M | +9.8% | -17.4% | +27.2% | +12.4% |
| YTD | +16.8% | +0.7% | +16.1% | +16.0% |
| 1Y | +19.5% | -5.9% | +25.4% | +19.7% |
| 3Y | +65.1% | +18.9% | +46.3% | +54.9% |
| 5Y | +48.7% | -62.9% | +111.6% | +59.6% |
| All | +211.0% | +31.5% | +179.5% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling