+128.0%
RSP vs DT
+97.2%
+30.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.4% |
| 7D | -0.4% | -4.9% | +4.5% | +0.5% |
| 30D | -1.5% | +2.7% | -4.2% | -2.2% |
| 3M | +4.8% | +20.0% | -15.2% | +0.6% |
| 6M | +10.3% | +28.0% | -17.8% | +3.6% |
| YTD | +14.1% | +16.0% | -2.0% | +9.0% |
| 1Y | +17.0% | +0.7% | +16.3% | +15.0% |
| 3Y | +54.2% | +6.2% | +48.0% | +47.4% |
| 5Y | +51.5% | -28.1% | +79.6% | +50.2% |
| All | +128.0% | +97.2% | +30.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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