+52.4%
RSP vs DGX
+96.8%
-44.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.8% | -2.2% | +0.4% | -1.4% |
| 30D | -2.5% | -0.9% | -1.6% | -2.4% |
| 3M | +3.0% | +15.6% | -12.6% | -0.1% |
| 6M | +8.9% | +17.8% | -8.9% | +5.1% |
| YTD | +13.0% | +37.5% | -24.5% | +5.1% |
| 1Y | +16.2% | +31.2% | -14.9% | +9.1% |
| All | +52.4% | +96.8% | -44.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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