+97.1%
CBOE vs ARWR
+181.4%
-84.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -4.6% | +2.9% | -7.5% | -4.6% |
| 30D | +2.6% | -2.9% | +5.5% | +2.6% |
| 3M | +4.9% | +15.2% | -10.3% | +5.4% |
| 6M | -2.2% | +42.3% | -44.4% | -1.0% |
| YTD | +17.7% | +28.2% | -10.5% | +18.9% |
| 1Y | +26.1% | +213.2% | -187.2% | +30.8% |
| 3Y | +97.1% | +184.6% | -87.5% | +104.3% |
| All | +97.1% | +181.4% | -84.2% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling