-97.0%
ARWR vs RVTY
+2,127.0%
-2,224.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | -0.7% | +13.2% | -13.9% | -5.7% |
| 3M | +14.9% | +27.2% | -12.4% | +3.1% |
| 6M | +32.6% | +32.4% | +0.2% | +16.6% |
| YTD | +30.0% | +34.9% | -4.8% | +12.7% |
| 1Y | +208.4% | +52.4% | +156.0% | +153.7% |
| 3Y | +208.8% | +12.3% | +196.5% | +186.2% |
| 5Y | +27.8% | -30.8% | +58.6% | +42.9% |
| 10Y | +1,107.6% | +150.7% | +956.9% | +773.7% |
| All | -97.0% | +2,127.0% | -2,224.1% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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