+215.7%
RSP vs JD
+31.1%
+184.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +4.4% | +4.2% | +0.2% | +3.8% |
| 3M | +1.3% | -12.8% | +14.0% | +3.0% |
| 6M | +10.0% | -8.8% | +18.8% | +11.0% |
| YTD | +17.6% | +0.5% | +17.1% | +16.8% |
| 1Y | +19.2% | -8.8% | +28.0% | +20.0% |
| 3Y | +66.0% | +18.6% | +47.5% | +55.8% |
| 5Y | +50.4% | -62.2% | +112.7% | +60.9% |
| 10Y | +215.7% | +32.2% | +183.4% | +154.1% |
| All | +215.7% | +31.1% | +184.6% | +154.1% |
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