+130.4%
RSP vs DT
+103.5%
+26.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.2% |
| 7D | -0.8% | -3.3% | +2.5% | -0.2% |
| 30D | -0.3% | +2.0% | -2.4% | -0.9% |
| 3M | +4.3% | +20.0% | -15.7% | +0.1% |
| 6M | +8.8% | +39.3% | -30.5% | +0.5% |
| YTD | +15.3% | +19.8% | -4.5% | +9.4% |
| 1Y | +18.3% | +4.3% | +14.0% | +15.4% |
| 3Y | +52.8% | +7.7% | +45.1% | +45.7% |
| 5Y | +51.7% | -26.8% | +78.5% | +49.9% |
| All | +130.4% | +103.5% | +26.9% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling