+516.0%
ON vs ARWR
+921.6%
-405.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -15.3% | +24.5% | +12.6% |
| 7D | -1.4% | -17.3% | +15.9% | +2.4% |
| 30D | -10.9% | -21.5% | +10.7% | -6.3% |
| 3M | -14.9% | -43.8% | +29.0% | -3.8% |
| 6M | -33.0% | -32.3% | -0.8% | -27.9% |
| YTD | +27.6% | -25.8% | +53.5% | +33.6% |
| 1Y | +44.5% | +25.5% | +19.0% | +32.9% |
| 3Y | +7.4% | +84.1% | -76.7% | -17.1% |
| 5Y | +18.7% | -39.2% | +58.0% | +10.2% |
| 10Y | +516.0% | +1,072.4% | -556.4% | +235.6% |
| All | +516.0% | +921.6% | -405.6% | +235.6% |
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