+230.8%
RDW vs ARWR
+173.9%
+57.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | -4.0% | +4.9% | +2.1% |
| 30D | -21.3% | -5.0% | -16.2% | -20.0% |
| 3M | -37.9% | +11.3% | -49.2% | -40.5% |
| 6M | +12.3% | +42.6% | -30.3% | +0.1% |
| YTD | +39.7% | +24.8% | +14.9% | +29.2% |
| 1Y | +25.7% | +178.8% | -153.1% | -9.9% |
| 3Y | +230.8% | +183.3% | +47.5% | +116.5% |
| All | +230.8% | +173.9% | +57.0% | +116.5% |
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