+1,142.0%
RSP vs DE
+4,691.9%
-3,549.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | +1.8% | +2.3% | -0.6% | +0.8% |
| 30D | +3.5% | +4.4% | -1.0% | +1.6% |
| 3M | +0.2% | +9.8% | -9.6% | -4.3% |
| 6M | +9.1% | +15.8% | -6.7% | +1.3% |
| YTD | +16.6% | +47.0% | -30.4% | -3.4% |
| 1Y | +17.9% | +42.8% | -24.9% | -1.3% |
| 3Y | +64.6% | +88.9% | -24.3% | +19.4% |
| 5Y | +48.4% | +101.9% | -53.5% | +0.9% |
| 10Y | +212.9% | +767.5% | -554.6% | +4.6% |
| All | +1,142.0% | +4,691.9% | -3,549.9% | +79.1% |
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