+180.9%
RCAT vs ARWR
+28.5%
+152.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.4% | +1.7% | -3.1% | -1.8% |
| 30D | -3.3% | -0.7% | -2.7% | -3.2% |
| 3M | -43.2% | +14.9% | -58.1% | -45.0% |
| 6M | -43.2% | +32.6% | -75.8% | -46.7% |
| YTD | +5.5% | +30.0% | -24.5% | -0.7% |
| 1Y | -1.6% | +208.4% | -210.0% | -21.3% |
| 3Y | +773.7% | +208.8% | +564.9% | +541.0% |
| All | +180.9% | +28.5% | +152.4% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling