+213.2%
RSP vs DD
+100.9%
+112.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.5% |
| 7D | +0.7% | +2.2% | -1.5% | -0.2% |
| 30D | +3.7% | +20.7% | -17.0% | -4.3% |
| 3M | +0.7% | +11.3% | -10.6% | -4.1% |
| 6M | +9.0% | +6.0% | +3.1% | +5.6% |
| YTD | +16.7% | +31.7% | -15.0% | +2.2% |
| 1Y | +19.0% | +32.2% | -13.3% | +4.0% |
| 3Y | +64.7% | +92.7% | -28.0% | +18.3% |
| 5Y | +49.6% | +72.1% | -22.5% | +10.7% |
| 10Y | +213.2% | +99.7% | +113.5% | +91.1% |
| All | +213.2% | +100.9% | +112.2% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling