+1,127.7%
RSP vs D
+484.1%
+643.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -0.3% | -3.6% | +3.2% | +1.4% |
| 3M | +4.3% | -1.0% | +5.3% | +4.6% |
| 6M | +8.8% | +6.3% | +2.5% | +4.7% |
| YTD | +15.3% | +14.7% | +0.5% | +6.5% |
| 1Y | +18.3% | +16.9% | +1.3% | +7.8% |
| 3Y | +52.8% | +56.8% | -4.0% | +15.6% |
| 5Y | +51.7% | +5.2% | +46.5% | +40.3% |
| 10Y | +208.5% | +35.9% | +172.6% | +129.2% |
| All | +1,127.7% | +484.1% | +643.7% | +257.0% |
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