+61.0%
RSP vs DLR
+44.1%
+16.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | -3.6% | +2.6% | -0.2% |
| 30D | +2.6% | -3.5% | +6.1% | +3.4% |
| 3M | -0.8% | -8.9% | +8.1% | +1.2% |
| 6M | +6.3% | -11.6% | +17.9% | +9.0% |
| YTD | +14.1% | +14.9% | -0.8% | +9.0% |
| 1Y | +18.0% | +6.4% | +11.6% | +14.9% |
| 3Y | +61.0% | +47.3% | +13.8% | +38.9% |
| All | +61.0% | +44.1% | +16.9% | +38.9% |
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