+655.3%
RSP vs DG
+606.1%
+49.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.8% | +8.4% | -9.2% | -2.3% |
| 30D | -0.3% | +4.9% | -5.3% | -1.3% |
| 3M | +4.3% | +29.3% | -25.1% | -1.1% |
| 6M | +8.8% | -11.3% | +20.1% | +10.7% |
| YTD | +15.3% | +1.8% | +13.5% | +14.0% |
| 1Y | +18.3% | +25.3% | -7.1% | +11.7% |
| 3Y | +52.8% | +9.1% | +43.7% | +43.0% |
| 5Y | +51.7% | -34.9% | +86.6% | +58.9% |
| 10Y | +208.5% | +108.2% | +100.3% | +140.7% |
| All | +655.3% | +606.1% | +49.2% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling