+204.4%
RSP vs DRI
+350.3%
-145.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | +4.8% | +9.5% | -4.7% | +1.5% |
| 6M | +10.3% | +6.5% | +3.8% | +7.5% |
| YTD | +14.1% | +18.4% | -4.4% | +7.2% |
| 1Y | +17.0% | +4.2% | +12.8% | +14.1% |
| 3Y | +54.2% | +57.1% | -2.9% | +30.1% |
| 5Y | +51.5% | +70.4% | -18.9% | +22.9% |
| 10Y | +204.4% | +354.0% | -149.6% | +80.1% |
| All | +204.4% | +350.3% | -145.9% | +80.1% |
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