+53.0%
RSP vs DRI
+72.9%
-19.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | -0.3% | +3.8% | -4.2% | -1.7% |
| 3M | +4.3% | +13.0% | -8.7% | -0.3% |
| 6M | +8.8% | +8.3% | +0.5% | +5.3% |
| YTD | +15.3% | +20.6% | -5.4% | +7.0% |
| 1Y | +18.3% | +6.5% | +11.8% | +14.4% |
| 3Y | +52.8% | +53.7% | -0.9% | +26.6% |
| All | +53.0% | +72.9% | -19.9% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling