+54.6%
RSP vs ARM
+349.4%
-294.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.8% |
| 7D | -0.8% | +5.5% | -6.2% | -1.2% |
| 30D | -0.3% | -8.2% | +7.9% | +0.2% |
| 3M | +4.3% | -35.9% | +40.2% | +7.1% |
| 6M | +8.8% | +103.1% | -94.3% | +0.4% |
| YTD | +15.3% | +130.6% | -115.4% | +5.1% |
| 1Y | +18.3% | +86.1% | -67.8% | +9.5% |
| All | +54.6% | +349.4% | -294.8% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling