+763.9%
RSP vs DLR
+3,595.6%
-2,831.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.8% | +1.6% | -2.3% | -1.3% |
| 30D | -0.3% | -3.4% | +3.0% | +0.8% |
| 3M | +4.3% | +0.5% | +3.8% | +3.4% |
| 6M | +8.8% | +4.6% | +4.3% | +6.3% |
| YTD | +15.3% | +23.4% | -8.2% | +5.8% |
| 1Y | +18.3% | +19.0% | -0.7% | +9.6% |
| 3Y | +52.8% | +56.5% | -3.7% | +25.5% |
| 5Y | +51.7% | +33.3% | +18.4% | +28.8% |
| 10Y | +208.5% | +165.1% | +43.3% | +93.4% |
| All | +763.9% | +3,595.6% | -2,831.8% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling