+51.5%
RSP vs DOW
-37.1%
+88.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | -1.5% | +2.0% | -3.5% | -2.2% |
| 3M | +4.8% | -12.5% | +17.3% | +7.9% |
| 6M | +10.3% | -9.2% | +19.5% | +10.5% |
| YTD | +14.1% | +30.8% | -16.7% | +0.8% |
| 1Y | +17.0% | +29.4% | -12.4% | +2.9% |
| 3Y | +54.2% | -34.6% | +88.7% | +72.4% |
| 5Y | +51.5% | -35.9% | +87.4% | +67.9% |
| All | +51.5% | -37.1% | +88.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling