+65.1%
RSP vs DLR
+54.1%
+11.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | +2.4% | +3.3% | -1.0% | +1.6% |
| 30D | +4.3% | +4.6% | -0.3% | +3.1% |
| 3M | -0.3% | -8.3% | +7.9% | +1.5% |
| 6M | +9.8% | -5.6% | +15.4% | +10.8% |
| YTD | +16.8% | +18.7% | -1.9% | +10.7% |
| 1Y | +19.5% | +17.1% | +2.4% | +13.6% |
| 3Y | +65.1% | +54.4% | +10.8% | +41.9% |
| All | +65.1% | +54.1% | +11.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling