+1,120.4%
RSP vs D
+517.8%
+602.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -1.4% | +6.9% | -8.4% | -4.7% |
| 30D | +2.1% | +12.3% | -10.2% | -3.8% |
| 3M | -0.9% | +3.0% | -4.0% | -2.6% |
| 6M | +7.5% | +12.8% | -5.3% | +0.4% |
| YTD | +14.6% | +22.6% | -8.0% | +2.2% |
| 1Y | +17.6% | +21.7% | -4.0% | +5.1% |
| 3Y | +60.8% | +83.9% | -23.1% | +12.1% |
| 5Y | +46.1% | +14.0% | +32.2% | +29.7% |
| 10Y | +221.4% | +45.6% | +175.8% | +130.2% |
| All | +1,120.4% | +517.8% | +602.6% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling