+369.4%
CBOE vs ARWR
+1,080.6%
-711.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.7% | -4.3% | +0.6% | -3.5% |
| 30D | +2.0% | -7.3% | +9.2% | +2.2% |
| 3M | -4.2% | +17.0% | -21.3% | -4.9% |
| 6M | +1.2% | +39.8% | -38.6% | -0.3% |
| YTD | +15.4% | +24.7% | -9.3% | +14.1% |
| 1Y | +23.5% | +186.5% | -163.0% | +18.0% |
| 3Y | +93.2% | +176.8% | -83.6% | +81.3% |
| 5Y | +142.0% | +29.3% | +112.6% | +131.5% |
| All | +369.4% | +1,080.6% | -711.2% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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