+56.5%
RSP vs ARM
+232.1%
-175.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.4% | +1.8% |
| 7D | +0.4% | -5.3% | +5.8% | +0.8% |
| 30D | +3.7% | -30.0% | +33.7% | +6.2% |
| 3M | +0.8% | -34.1% | +34.8% | +3.2% |
| 6M | +9.1% | -12.6% | +21.7% | +7.8% |
| YTD | +16.7% | +70.4% | -53.7% | +8.2% |
| 1Y | +19.7% | +22.3% | -2.6% | +14.0% |
| 3Y | +66.7% | +261.2% | -194.5% | +37.9% |
| All | +56.5% | +232.1% | -175.6% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling