+61.0%
RSP vs D
+79.5%
-18.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -1.0% | +3.0% | -4.0% | -1.7% |
| 30D | +2.6% | +11.5% | -8.9% | +0.2% |
| 3M | -0.8% | +3.7% | -4.5% | -1.6% |
| 6M | +6.3% | +13.5% | -7.3% | +3.1% |
| YTD | +14.1% | +20.7% | -6.6% | +8.9% |
| 1Y | +18.0% | +18.2% | -0.2% | +13.0% |
| 3Y | +61.0% | +73.3% | -12.3% | +39.4% |
| All | +61.0% | +79.5% | -18.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling