+18.0%
RSP vs ARM
+4.6%
+13.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.6% |
| 7D | -1.0% | -15.2% | +14.2% | -0.3% |
| 30D | +2.6% | -40.7% | +43.3% | +5.0% |
| 3M | -0.8% | -39.1% | +38.3% | +1.2% |
| 6M | +6.3% | -26.4% | +32.7% | +5.7% |
| YTD | +14.1% | +59.7% | -45.6% | +5.2% |
| 1Y | +18.0% | +10.3% | +7.7% | +11.3% |
| All | +18.0% | +4.6% | +13.4% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling