+53.1%
RSP vs ARM
+211.3%
-158.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.7% |
| 7D | -1.0% | -15.2% | +14.2% | +0.1% |
| 30D | +2.6% | -40.7% | +43.3% | +6.3% |
| 3M | -0.8% | -39.1% | +38.3% | +2.3% |
| 6M | +6.3% | -26.4% | +32.7% | +6.5% |
| YTD | +14.1% | +59.7% | -45.6% | +6.3% |
| 1Y | +18.0% | +10.3% | +7.7% | +13.3% |
| 3Y | +61.0% | +228.9% | -167.8% | +34.5% |
| All | +53.1% | +211.3% | -158.2% | +31.0% |
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