+61.6%
RSP vs ARM
+208.9%
-147.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.1% | +10.2% | -2.0% |
| 7D | -1.4% | -27.1% | +25.7% | +0.6% |
| 30D | +2.1% | -44.9% | +47.0% | +6.2% |
| 3M | -0.9% | -39.3% | +38.4% | +2.0% |
| 6M | +7.5% | -20.2% | +27.7% | +6.9% |
| YTD | +14.6% | +52.5% | -38.0% | +7.3% |
| 1Y | +17.6% | +4.1% | +13.5% | +13.6% |
| All | +61.6% | +208.9% | -147.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling