+207.2%
ON vs ARWR
-61.2%
+268.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.2% |
| 7D | +17.0% | -17.9% | +35.0% | +17.4% |
| 30D | -3.9% | -18.9% | +15.0% | -3.5% |
| 3M | -11.5% | -46.0% | +34.5% | -10.5% |
| 6M | -29.2% | -40.3% | +11.2% | -28.5% |
| YTD | +36.2% | -29.0% | +65.1% | +36.9% |
| 1Y | +49.6% | +13.8% | +35.8% | +49.0% |
| 3Y | +9.4% | +74.9% | -65.5% | +7.4% |
| 5Y | +25.8% | -36.2% | +62.1% | +25.2% |
| 10Y | +557.1% | +1,028.0% | -470.9% | +524.8% |
| All | +207.2% | -61.2% | +268.4% | +156.8% |
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