+1,144.5%
RSP vs DE
+4,654.9%
-3,510.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +4.3% | +3.6% | +0.7% | +2.7% |
| 3M | -0.3% | +10.2% | -10.6% | -5.0% |
| 6M | +9.8% | +16.6% | -6.8% | +1.6% |
| YTD | +16.8% | +45.8% | -29.0% | -2.9% |
| 1Y | +19.5% | +43.9% | -24.4% | -0.3% |
| 3Y | +65.1% | +89.6% | -24.5% | +19.6% |
| 5Y | +48.7% | +100.3% | -51.6% | +1.5% |
| 10Y | +213.6% | +760.8% | -547.2% | +5.1% |
| All | +1,144.5% | +4,654.9% | -3,510.4% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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