+1,127.7%
RSP vs DGX
+1,027.3%
+100.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | -0.3% | +0.6% | -0.9% | -0.6% |
| 3M | +4.3% | +21.4% | -17.1% | -4.1% |
| 6M | +8.8% | +14.7% | -5.9% | +2.2% |
| YTD | +15.3% | +38.4% | -23.2% | -0.2% |
| 1Y | +18.3% | +34.0% | -15.7% | +3.5% |
| 3Y | +52.8% | +92.7% | -39.9% | +12.6% |
| 5Y | +51.7% | +67.7% | -16.0% | +16.8% |
| 10Y | +208.5% | +248.0% | -39.5% | +63.3% |
| All | +1,127.7% | +1,027.3% | +100.4% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling