+523.3%
ON vs ARWR
+1,024.2%
-500.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -5.0% | -3.9% |
| 7D | +12.2% | -17.8% | +30.1% | +16.6% |
| 30D | -3.1% | -18.1% | +15.0% | +0.8% |
| 3M | -12.9% | -44.2% | +31.3% | -1.4% |
| 6M | -38.6% | -38.6% | +0.1% | -32.3% |
| YTD | +31.2% | -28.0% | +59.3% | +38.2% |
| 1Y | +47.6% | +16.1% | +31.5% | +38.2% |
| 3Y | +6.6% | +84.0% | -77.4% | -17.7% |
| 5Y | +21.3% | -35.4% | +56.6% | +11.3% |
| All | +523.3% | +1,024.2% | -500.9% | +242.9% |
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