+262.1%
RSP vs JD
+52.8%
+209.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -1.0% | +13.4% | -14.4% | -2.7% |
| 30D | +2.6% | +7.7% | -5.1% | +1.5% |
| 3M | -0.8% | -11.3% | +10.5% | +0.7% |
| 6M | +6.3% | -5.1% | +11.4% | +6.7% |
| YTD | +14.1% | +5.0% | +9.1% | +12.7% |
| 1Y | +18.0% | -5.6% | +23.7% | +18.2% |
| 3Y | +61.0% | +17.8% | +43.3% | +51.6% |
| 5Y | +45.6% | -57.2% | +102.8% | +51.5% |
| 10Y | +220.2% | +34.8% | +185.4% | +159.7% |
| All | +262.1% | +52.8% | +209.4% | +190.4% |
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