+54.7%
RSP vs DLR
+56.7%
-2.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.8% | +1.6% | -2.3% | -1.1% |
| 30D | -0.3% | -3.4% | +3.0% | +0.4% |
| 3M | +4.3% | +0.5% | +3.8% | +3.8% |
| 6M | +8.8% | +4.6% | +4.3% | +7.0% |
| YTD | +15.3% | +23.4% | -8.2% | +8.3% |
| 1Y | +18.3% | +19.0% | -0.7% | +11.9% |
| All | +54.7% | +56.7% | -2.0% | +31.9% |
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