+112.6%
CBOE vs ARWR
+77.5%
+35.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.2% |
| 7D | +4.5% | -17.9% | +22.4% | +4.0% |
| 30D | +26.2% | -18.9% | +45.1% | +25.6% |
| 3M | +27.1% | -46.0% | +73.1% | +25.2% |
| 6M | +4.2% | -40.3% | +44.5% | +3.0% |
| YTD | +48.0% | -29.0% | +77.0% | +47.4% |
| 1Y | +42.4% | +13.8% | +28.6% | +43.9% |
| All | +112.6% | +77.5% | +35.1% | +121.8% |
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