+224.7%
RBA vs ARWR
+921.6%
-696.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +3.5% |
| 7D | +2.5% | -17.3% | +19.8% | +3.8% |
| 30D | +11.6% | -21.5% | +33.1% | +13.4% |
| 3M | +1.5% | -43.8% | +45.3% | +5.6% |
| 6M | -6.6% | -32.3% | +25.6% | -4.5% |
| YTD | -6.3% | -25.8% | +19.6% | -5.0% |
| 1Y | -4.0% | +25.5% | -29.5% | -6.9% |
| 3Y | +47.3% | +84.1% | -36.9% | +33.8% |
| 5Y | +47.7% | -39.2% | +86.9% | +41.3% |
| 10Y | +224.7% | +1,072.4% | -847.7% | +172.0% |
| All | +224.7% | +921.6% | -696.9% | +172.0% |
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