+204.4%
RSP vs DD
+69.4%
+135.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.2% |
| 30D | -1.5% | -7.4% | +5.9% | +1.6% |
| 3M | +4.8% | -6.4% | +11.2% | +7.4% |
| 6M | +10.3% | -2.5% | +12.7% | +10.3% |
| YTD | +14.1% | +10.2% | +3.8% | +7.9% |
| 1Y | +17.0% | +36.9% | -19.9% | +0.3% |
| 3Y | +54.2% | +47.0% | +7.2% | +24.4% |
| 5Y | +51.5% | +63.1% | -11.6% | +14.1% |
| 10Y | +204.4% | +68.2% | +136.2% | +93.4% |
| All | +204.4% | +69.4% | +135.0% | +93.4% |
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