+207.7%
RBA vs ARWR
+1,024.2%
-816.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +1.7% | -17.8% | +19.6% | +3.1% |
| 30D | +8.3% | -18.1% | +26.5% | +9.8% |
| 3M | +10.5% | -44.2% | +54.7% | +15.1% |
| 6M | -5.9% | -38.6% | +32.8% | -3.0% |
| YTD | -6.9% | -28.0% | +21.2% | -5.5% |
| 1Y | -4.9% | +16.1% | -21.0% | -7.2% |
| 3Y | +64.5% | +84.0% | -19.5% | +49.4% |
| 5Y | +46.1% | -35.4% | +81.5% | +39.3% |
| All | +207.7% | +1,024.2% | -816.6% | +158.1% |
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 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