+1,115.8%
RSP vs DD
+397.9%
+717.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -1.0% | +4.6% | -5.7% | -3.2% |
| 30D | +2.6% | +11.8% | -9.2% | -2.4% |
| 3M | -0.8% | +2.2% | -2.9% | -2.1% |
| 6M | +6.3% | -1.6% | +7.9% | +6.0% |
| YTD | +14.1% | +23.0% | -8.9% | +2.6% |
| 1Y | +18.0% | +26.9% | -8.9% | +4.6% |
| 3Y | +61.0% | +77.9% | -16.9% | +19.3% |
| 5Y | +45.6% | +59.9% | -14.3% | +11.0% |
| 10Y | +220.2% | +90.1% | +130.1% | +107.9% |
| All | +1,115.8% | +397.9% | +717.8% | +336.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling