+140.0%
RSP vs DOW
-15.8%
+155.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.5% |
| 7D | -0.8% | -2.4% | +1.6% | 0.0% |
| 30D | -0.3% | +0.4% | -0.7% | -0.8% |
| 3M | +4.3% | -14.4% | +18.7% | +9.1% |
| 6M | +8.8% | -7.0% | +15.8% | +8.3% |
| YTD | +15.3% | +30.2% | -14.9% | +0.1% |
| 1Y | +18.3% | +29.2% | -10.9% | +1.8% |
| 3Y | +52.8% | -36.7% | +89.5% | +70.5% |
| 5Y | +51.7% | -37.7% | +89.4% | +67.6% |
| All | +140.0% | -15.8% | +155.8% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling