+48.4%
RSP vs DAR
-29.6%
+78.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.0% | -1.3% |
| 7D | +1.8% | +9.2% | -7.4% | +0.1% |
| 30D | +3.5% | -12.3% | +15.7% | +5.9% |
| 3M | +0.2% | -12.7% | +12.9% | +2.3% |
| 6M | +9.1% | -12.8% | +21.9% | +11.1% |
| YTD | +16.6% | +53.8% | -37.2% | +5.1% |
| 1Y | +17.9% | +60.3% | -42.4% | +5.3% |
| 3Y | +64.6% | +31.7% | +32.9% | +47.8% |
| 5Y | +48.4% | -27.7% | +76.2% | +55.2% |
| All | +48.4% | -29.6% | +78.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling