+55.9%
RSP vs DIA
+62.7%
-6.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -0.3% | -1.5% | +1.2% | +1.1% |
| 3M | +4.3% | +3.8% | +0.5% | +0.7% |
| 6M | +8.8% | +10.3% | -1.4% | -0.9% |
| YTD | +15.3% | +12.1% | +3.2% | +3.2% |
| 1Y | +18.3% | +18.6% | -0.4% | +0.2% |
| All | +55.9% | +62.7% | -6.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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