+50.4%
RSP vs DGX
+59.5%
-9.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -3.1% | -3.5% | +0.3% | -2.2% |
| 30D | -3.4% | -2.7% | -0.7% | -2.7% |
| 3M | +3.6% | +13.9% | -10.3% | -0.3% |
| 6M | +9.0% | +16.0% | -7.1% | +4.1% |
| YTD | +12.2% | +34.9% | -22.7% | +2.1% |
| 1Y | +15.6% | +30.6% | -15.0% | +6.0% |
| 3Y | +51.6% | +93.0% | -41.3% | +20.2% |
| 5Y | +50.4% | +64.4% | -14.0% | +21.2% |
| All | +50.4% | +59.5% | -9.1% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling