+186.7%
RBA vs ARWR
+1,099.2%
-912.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.1% |
| 30D | -12.3% | -0.7% | -11.6% | -12.3% |
| 3M | -20.5% | +14.9% | -35.4% | -21.5% |
| 6M | -18.5% | +32.6% | -51.2% | -20.6% |
| YTD | -18.2% | +30.0% | -48.3% | -20.2% |
| 1Y | -27.5% | +208.4% | -235.9% | -34.0% |
| 3Y | +38.1% | +208.8% | -170.7% | +21.5% |
| 5Y | +44.8% | +27.8% | +17.0% | +32.0% |
| All | +186.7% | +1,099.2% | -912.4% | +137.6% |
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