+66.7%
RSP vs DG
+21.7%
+45.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.1% |
| 7D | +0.4% | +0.7% | -0.2% | +0.4% |
| 30D | +3.7% | +7.4% | -3.7% | +3.2% |
| 3M | +0.8% | +8.5% | -7.7% | +0.2% |
| 6M | +9.1% | +21.9% | -12.8% | +7.6% |
| YTD | +16.7% | +4.9% | +11.8% | +16.0% |
| 1Y | +19.7% | +40.4% | -20.7% | +17.4% |
| 3Y | +66.7% | +23.5% | +43.2% | +60.0% |
| All | +66.7% | +21.7% | +45.1% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling