+44.6%
RBA vs ARWR
+105.6%
-61.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | +4.3% | -2.9% | +7.2% | +4.5% |
| 30D | +16.3% | -5.4% | +21.7% | +16.7% |
| 3M | +1.3% | -32.2% | +33.6% | +4.0% |
| 6M | -11.1% | -26.5% | +15.4% | -9.5% |
| YTD | -8.5% | -12.4% | +3.9% | -8.3% |
| 1Y | -2.1% | +46.9% | -49.0% | -5.9% |
| 3Y | +44.6% | +116.0% | -71.4% | +29.6% |
| All | +44.6% | +105.6% | -61.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling