+1,127.7%
RSP vs DTE
+912.7%
+215.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.8% | +0.2% | -0.9% | -0.9% |
| 30D | -0.3% | -2.6% | +2.2% | +1.1% |
| 3M | +4.3% | -3.9% | +8.2% | +6.3% |
| 6M | +8.8% | -7.9% | +16.7% | +13.3% |
| YTD | +15.3% | +7.2% | +8.1% | +9.8% |
| 1Y | +18.3% | +3.1% | +15.2% | +15.0% |
| 3Y | +52.8% | +47.6% | +5.2% | +18.4% |
| 5Y | +51.7% | +32.7% | +19.0% | +23.3% |
| 10Y | +208.5% | +138.8% | +69.7% | +65.0% |
| All | +1,127.7% | +912.7% | +215.1% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling