+1,127.7%
RSP vs DD
+347.2%
+780.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -0.8% | -3.5% | +2.7% | +0.7% |
| 30D | -0.3% | -10.3% | +10.0% | +4.3% |
| 3M | +4.3% | -7.5% | +11.8% | +7.5% |
| 6M | +8.8% | -8.0% | +16.8% | +11.7% |
| YTD | +15.3% | +10.5% | +4.8% | +8.8% |
| 1Y | +18.3% | +38.3% | -20.0% | +0.8% |
| 3Y | +52.8% | +42.5% | +10.3% | +24.8% |
| 5Y | +51.7% | +60.2% | -8.5% | +15.4% |
| 10Y | +208.5% | +68.9% | +139.6% | +111.4% |
| All | +1,127.7% | +347.2% | +780.5% | +362.7% |
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