-27.3%
NRG vs ARWR
+188.7%
-215.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.7% | -4.0% | -0.6% | -4.0% |
| 30D | -6.0% | -5.0% | -0.9% | -5.1% |
| 3M | -8.0% | +11.3% | -19.3% | -10.4% |
| 6M | -23.2% | +42.6% | -65.8% | -28.3% |
| YTD | -28.1% | +24.8% | -52.8% | -31.3% |
| 1Y | -27.3% | +178.8% | -206.0% | -37.3% |
| All | -27.3% | +188.7% | -215.9% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling