+163.5%
RSP vs DBX
+12.3%
+151.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.0% | +8.3% | +3.5% |
| 7D | +0.4% | -8.6% | +9.0% | +2.3% |
| 30D | +3.7% | -5.2% | +8.9% | +4.7% |
| 3M | +0.8% | -6.4% | +7.2% | +1.7% |
| 6M | +9.1% | +12.7% | -3.7% | +5.2% |
| YTD | +16.7% | +17.2% | -0.5% | +11.0% |
| 1Y | +19.7% | +5.5% | +14.1% | +16.5% |
| 3Y | +66.7% | +24.1% | +42.6% | +52.2% |
| 5Y | +48.7% | +14.2% | +34.5% | +35.4% |
| All | +163.5% | +12.3% | +151.2% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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