-98.3%
ARWR vs RVTY
+2,607.6%
-2,705.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -19.9% | -0.7% | -19.2% | -19.9% |
| 30D | -18.7% | +1.7% | -20.5% | -19.7% |
| 3M | -44.7% | +36.8% | -81.5% | -52.3% |
| 6M | -36.5% | +60.1% | -96.6% | -49.1% |
| YTD | -25.7% | +64.0% | -89.6% | -41.5% |
| 1Y | +18.9% | +68.2% | -49.3% | -7.4% |
| 3Y | +83.1% | +88.8% | -5.7% | +36.3% |
| 5Y | -34.9% | -10.5% | -24.3% | -35.3% |
| 10Y | +1,080.9% | +219.7% | +861.2% | +663.3% |
| All | -98.3% | +2,607.6% | -2,705.9% | -99.4% |
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