+215.6%
RSP vs DG
+128.5%
+87.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.9% |
| 7D | +0.4% | +0.7% | -0.2% | +0.3% |
| 30D | +3.7% | +7.4% | -3.7% | +2.2% |
| 3M | +0.8% | +8.5% | -7.7% | -1.0% |
| 6M | +9.1% | +21.9% | -12.8% | +4.6% |
| YTD | +16.7% | +4.9% | +11.8% | +14.7% |
| 1Y | +19.7% | +40.4% | -20.7% | +11.0% |
| 3Y | +66.7% | +23.5% | +43.2% | +52.1% |
| 5Y | +48.7% | -32.3% | +81.0% | +57.6% |
| 10Y | +215.6% | +119.3% | +96.2% | +147.1% |
| All | +215.6% | +128.5% | +87.1% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling