+1,115.8%
RSP vs DRI
+2,600.0%
-1,484.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.0% | +2.8% | -3.8% | -2.0% |
| 30D | +2.6% | +13.3% | -10.7% | -1.7% |
| 3M | -0.8% | +8.2% | -9.0% | -3.7% |
| 6M | +6.3% | +17.5% | -11.3% | -0.1% |
| YTD | +14.1% | +26.9% | -12.8% | +3.9% |
| 1Y | +18.0% | +31.6% | -13.6% | +6.0% |
| 3Y | +61.0% | +67.0% | -5.9% | +30.9% |
| 5Y | +45.6% | +72.9% | -27.3% | +15.4% |
| 10Y | +220.2% | +371.3% | -151.2% | +60.3% |
| All | +1,115.8% | +2,600.0% | -1,484.2% | +193.4% |
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 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