+4,194.9%
RCL vs ARWR
-98.0%
+4,292.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.4% |
| 7D | +6.5% | -2.9% | +9.4% | +6.5% |
| 30D | +15.9% | -5.4% | +21.3% | +16.0% |
| 3M | +2.7% | -32.2% | +34.9% | +3.1% |
| 6M | +15.2% | -26.5% | +41.7% | +15.5% |
| YTD | +19.2% | -12.4% | +31.6% | +19.3% |
| 1Y | +31.6% | +46.9% | -15.3% | +30.9% |
| 3Y | +274.2% | +116.0% | +158.2% | +269.4% |
| 5Y | +250.1% | -28.0% | +278.0% | +248.4% |
| 10Y | +388.4% | +923.9% | -535.5% | +372.9% |
| All | +4,194.9% | -98.0% | +4,292.9% | +4,154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling