+53.0%
RSP vs DG
-35.0%
+88.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -0.8% | +8.4% | -9.2% | -1.6% |
| 30D | -0.3% | +4.9% | -5.3% | -0.9% |
| 3M | +4.3% | +29.3% | -25.1% | +1.2% |
| 6M | +8.8% | -11.3% | +20.1% | +9.8% |
| YTD | +15.3% | +1.8% | +13.5% | +14.6% |
| 1Y | +18.3% | +25.3% | -7.1% | +14.7% |
| 3Y | +52.8% | +9.1% | +43.7% | +48.3% |
| All | +53.0% | -35.0% | +88.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling