+56.5%
RSP vs ARM
+223.5%
-167.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.2% |
| 7D | +0.7% | -10.4% | +11.1% | +1.5% |
| 30D | +3.7% | -31.8% | +35.5% | +6.3% |
| 3M | +0.7% | -32.2% | +32.9% | +2.9% |
| 6M | +9.0% | -14.9% | +24.0% | +8.0% |
| YTD | +16.7% | +66.0% | -49.3% | +8.3% |
| 1Y | +19.0% | +17.2% | +1.8% | +13.7% |
| 3Y | +64.7% | +247.2% | -182.5% | +36.9% |
| All | +56.5% | +223.5% | -167.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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