+1,127.7%
RSP vs DRI
+2,466.1%
-1,338.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 6M | +8.8% | +8.3% | +0.5% | +5.2% |
| YTD | +15.3% | +20.6% | -5.4% | +7.0% |
| 1Y | +18.3% | +6.5% | +11.8% | +14.2% |
| 3Y | +52.8% | +53.7% | -0.9% | +28.0% |
| 5Y | +51.7% | +72.7% | -21.0% | +20.3% |
| 10Y | +208.5% | +363.2% | -154.7% | +55.4% |
| All | +1,127.7% | +2,466.1% | -1,338.4% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling