+205.8%
RSP vs DTE
+137.8%
+68.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | -1.9% | -2.6% | +0.7% | -0.7% |
| 30D | -2.8% | -4.4% | +1.6% | -0.8% |
| 3M | +2.8% | -8.3% | +11.2% | +7.0% |
| 6M | +10.2% | -8.1% | +18.3% | +14.1% |
| YTD | +13.1% | +4.4% | +8.7% | +9.8% |
| 1Y | +14.8% | +0.2% | +14.6% | +13.6% |
| 3Y | +52.6% | +42.6% | +10.0% | +24.6% |
| 5Y | +51.6% | +31.5% | +20.2% | +27.7% |
| All | +205.8% | +137.8% | +68.0% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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