+215.7%
RSP vs ARMK
+130.7%
+84.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -1.2% |
| 30D | +4.4% | -1.8% | +6.2% | +4.8% |
| 3M | +1.3% | -10.9% | +12.1% | +4.4% |
| 6M | +10.0% | +21.2% | -11.3% | +3.0% |
| YTD | +17.6% | +47.0% | -29.4% | +3.7% |
| 1Y | +19.2% | +42.9% | -23.6% | +5.9% |
| 3Y | +66.0% | +95.0% | -28.9% | +32.3% |
| 5Y | +50.4% | +106.2% | -55.8% | +16.1% |
| 10Y | +215.7% | +131.6% | +84.1% | +141.3% |
| All | +215.7% | +130.7% | +84.9% | +141.3% |
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