-27.5%
ARWR vs RACE
+64.4%
-91.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.5% |
| 7D | -17.8% | -1.2% | -16.6% | -17.3% |
| 30D | -18.1% | +6.1% | -24.3% | -21.0% |
| 3M | -44.2% | -0.3% | -43.9% | -44.3% |
| 6M | -38.6% | +23.4% | -62.1% | -46.9% |
| YTD | -28.0% | +12.5% | -40.6% | -35.0% |
| 1Y | +16.1% | -0.5% | +16.6% | +13.6% |
| 3Y | +84.0% | +23.6% | +60.4% | +41.9% |
| All | -27.5% | +64.4% | -91.9% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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