+47.6%
ON vs ARWR
+59.7%
-12.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.4% | -2.8% |
| 7D | -5.8% | +2.4% | -8.2% | -6.4% |
| 30D | -17.1% | -1.1% | -16.0% | -16.9% |
| 3M | -11.8% | -31.2% | +19.4% | -2.9% |
| 6M | -30.2% | -19.3% | -10.9% | -27.0% |
| YTD | +31.6% | -7.1% | +38.7% | +30.3% |
| 1Y | +47.6% | +62.9% | -15.3% | +25.0% |
| All | +47.6% | +59.7% | -12.2% | +25.0% |
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