+53.1%
RCAT vs ARWR
-35.7%
+88.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.5% | -3.8% | -7.4% |
| 7D | +15.6% | -17.9% | +33.5% | +19.7% |
| 30D | -24.1% | -18.9% | -5.2% | -21.1% |
| 3M | -61.9% | -46.0% | -15.9% | -57.0% |
| 6M | -64.3% | -40.3% | -24.0% | -60.7% |
| YTD | -50.4% | -29.0% | -21.4% | -47.5% |
| 1Y | -54.0% | +13.8% | -67.9% | -55.7% |
| 3Y | +347.2% | +74.9% | +272.3% | +266.4% |
| All | +53.1% | -35.7% | +88.9% | +43.3% |
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