+207.1%
RSP vs ARMK
+131.8%
+75.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -0.3% | 0.0% | -0.4% | -0.5% |
| 3M | +4.3% | +6.7% | -2.4% | +2.0% |
| 6M | +8.8% | +38.8% | -30.0% | -2.0% |
| YTD | +15.3% | +55.2% | -39.9% | +0.2% |
| 1Y | +18.3% | +46.6% | -28.3% | +4.5% |
| 3Y | +52.8% | +112.9% | -60.1% | +18.8% |
| 5Y | +51.7% | +144.0% | -92.3% | +11.7% |
| All | +207.1% | +131.8% | +75.3% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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