-29.5%
ARWR vs RACE
+65.0%
-94.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | -2.9% | +5.1% | -8.0% | -5.7% |
| 30D | -5.4% | +7.7% | -13.1% | -9.5% |
| 3M | -32.2% | +2.2% | -34.4% | -33.3% |
| 6M | -26.5% | +23.8% | -50.3% | -36.6% |
| YTD | -12.4% | +13.9% | -26.3% | -21.5% |
| 1Y | +46.9% | +3.8% | +43.1% | +39.7% |
| 3Y | +116.0% | +28.0% | +87.9% | +62.0% |
| All | -29.5% | +65.0% | -94.5% | -62.2% |
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