+11.1%
RDW vs ARWR
+59.7%
-48.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -6.1% |
| 7D | -14.3% | +2.4% | -16.7% | -15.0% |
| 30D | -26.0% | -1.1% | -24.9% | -25.8% |
| 3M | -27.4% | -31.2% | +3.8% | -18.6% |
| 6M | -10.6% | -19.3% | +8.6% | -5.5% |
| YTD | +1.6% | -7.1% | +8.7% | +3.5% |
| 1Y | +11.1% | +62.9% | -51.8% | +1.4% |
| All | +11.1% | +59.7% | -48.6% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling