+64.9%
RBA vs ARWR
+81.3%
-16.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +3.2% | -17.7% | +20.9% | +4.5% |
| 30D | +12.0% | -21.9% | +33.9% | +13.8% |
| 3M | +2.9% | -44.5% | +47.4% | +7.0% |
| 6M | -6.3% | -32.6% | +26.3% | -4.1% |
| YTD | -5.9% | -26.2% | +20.3% | -4.7% |
| 1Y | -3.9% | +23.0% | -26.8% | -6.6% |
| 3Y | +64.9% | +81.8% | -16.9% | +49.4% |
| All | +64.9% | +81.3% | -16.4% | +49.4% |
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