+265.7%
RSP vs JD
+48.3%
+217.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | -0.3% | -13.2% | +12.8% | +1.5% |
| 3M | +4.3% | -3.2% | +7.5% | +4.6% |
| 6M | +8.8% | +15.2% | -6.4% | +6.3% |
| YTD | +15.3% | +2.0% | +13.3% | +14.4% |
| 1Y | +18.3% | -5.4% | +23.7% | +18.3% |
| 3Y | +52.8% | -9.1% | +61.9% | +49.2% |
| 5Y | +51.7% | -59.6% | +111.3% | +59.0% |
| 10Y | +208.5% | +26.2% | +182.2% | +152.4% |
| All | +265.7% | +48.3% | +217.4% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling