+209.9%
ON vs ARWR
-29.0%
+238.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +2.4% | +1.7% | +0.8% | +2.4% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -43.6% | +14.9% | -58.4% | -43.7% |
| 6M | +19.0% | +32.6% | -13.7% | +18.2% |
| YTD | +37.4% | +30.0% | +7.3% | +36.5% |
| 1Y | +54.8% | +208.4% | -153.6% | +51.1% |
| 3Y | -25.2% | +208.8% | -234.0% | -27.4% |
| 5Y | +62.7% | +27.8% | +34.9% | +59.9% |
| 10Y | +574.3% | +1,107.6% | -533.2% | +536.3% |
| All | +209.9% | -29.0% | +238.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling