+561.8%
ON vs ARWR
+1,075.6%
-513.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.1% |
| 7D | -2.2% | +2.9% | -5.0% | -2.8% |
| 30D | -12.4% | -2.9% | -9.5% | -11.9% |
| 3M | -41.2% | +15.2% | -56.4% | -43.3% |
| 6M | +25.0% | +42.3% | -17.3% | +14.6% |
| YTD | +31.3% | +28.2% | +3.1% | +22.5% |
| 1Y | +45.4% | +213.2% | -167.8% | +10.1% |
| 3Y | -27.4% | +184.6% | -212.1% | -48.6% |
| 5Y | +58.5% | +29.2% | +29.2% | +26.3% |
| 10Y | +561.8% | +1,012.5% | -450.7% | +259.1% |
| All | +561.8% | +1,075.6% | -513.7% | +259.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling