+204.4%
RSP vs DLR
+163.6%
+40.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.4% | +3.4% | -3.8% | -1.4% |
| 30D | -1.5% | -2.2% | +0.7% | -0.9% |
| 3M | +4.8% | +4.7% | +0.1% | +2.7% |
| 6M | +10.3% | +9.0% | +1.3% | +6.6% |
| YTD | +14.1% | +24.1% | -10.1% | +5.5% |
| 1Y | +17.0% | +20.9% | -3.9% | +8.8% |
| 3Y | +54.2% | +60.0% | -5.8% | +28.1% |
| 5Y | +51.5% | +35.3% | +16.2% | +30.2% |
| 10Y | +204.4% | +165.8% | +38.7% | +113.8% |
| All | +204.4% | +163.6% | +40.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling