+215.6%
RSP vs DRI
+370.8%
-155.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.8% |
| 7D | +0.4% | +3.1% | -2.7% | -0.5% |
| 30D | +3.7% | +16.2% | -12.5% | -1.0% |
| 3M | +0.8% | +8.4% | -7.6% | -2.0% |
| 6M | +9.1% | +19.0% | -9.9% | +2.7% |
| YTD | +16.7% | +28.8% | -12.1% | +6.7% |
| 1Y | +19.7% | +33.1% | -13.5% | +8.1% |
| 3Y | +66.7% | +70.8% | -4.1% | +36.9% |
| 5Y | +48.7% | +74.2% | -25.6% | +19.7% |
| 10Y | +215.6% | +345.5% | -130.0% | +93.4% |
| All | +215.6% | +370.8% | -155.2% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling