-4.4%
ON vs ARWR
+105.6%
-110.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -11.7% | -2.9% | -8.8% | -10.9% |
| 30D | -23.3% | -5.4% | -17.9% | -22.2% |
| 3M | -19.2% | -32.2% | +13.1% | -11.3% |
| 6M | -40.1% | -26.5% | -13.6% | -36.1% |
| YTD | +16.9% | -12.4% | +29.3% | +18.6% |
| 1Y | +29.7% | +46.9% | -17.1% | +15.3% |
| 3Y | -4.4% | +116.0% | -120.4% | -32.4% |
| All | -4.4% | +105.6% | -110.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling