+1,127.7%
RSP vs DE
+4,784.3%
-3,656.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.8% | +10.0% | -10.8% | -4.8% |
| 30D | -0.3% | +13.3% | -13.7% | -5.8% |
| 3M | +4.3% | +17.5% | -13.2% | -3.3% |
| 6M | +8.8% | +13.6% | -4.7% | +1.8% |
| YTD | +15.3% | +49.8% | -34.5% | -5.0% |
| 1Y | +18.3% | +47.9% | -29.6% | -2.3% |
| 3Y | +52.8% | +72.5% | -19.7% | +15.5% |
| 5Y | +51.7% | +90.2% | -38.5% | +5.9% |
| 10Y | +208.5% | +865.4% | -656.9% | -1.4% |
| All | +1,127.7% | +4,784.3% | -3,656.6% | +76.1% |
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