+1,206.9%
D vs ARWR
-97.0%
+1,304.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.5% | +1.7% | -0.2% | +1.5% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | 0.0% | +14.9% | -14.9% | 0.0% |
| 6M | +7.4% | +32.6% | -25.3% | +7.2% |
| YTD | +15.9% | +30.0% | -14.2% | +15.7% |
| 1Y | +18.1% | +208.4% | -190.2% | +17.7% |
| 3Y | +58.4% | +208.8% | -150.4% | +57.6% |
| 5Y | +5.2% | +27.8% | -22.6% | +4.8% |
| 10Y | +35.9% | +1,107.6% | -1,071.7% | +34.2% |
| All | +1,206.9% | -97.0% | +1,304.0% | +1,091.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling