+45.4%
ON vs ARWR
+200.0%
-154.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -4.0% |
| 7D | -2.2% | +2.9% | -5.0% | -3.0% |
| 30D | -12.4% | -2.9% | -9.5% | -11.7% |
| 3M | -41.2% | +15.2% | -56.4% | -44.0% |
| 6M | +25.0% | +42.3% | -17.3% | +11.2% |
| YTD | +31.3% | +28.2% | +3.1% | +18.8% |
| 1Y | +45.4% | +213.2% | -167.8% | -8.2% |
| All | +45.4% | +200.0% | -154.6% | -8.2% |
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