+4.4%
RDW vs ARWR
+2.2%
+2.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.8% | -4.3% | +9.1% | +6.3% |
| 30D | -19.5% | -7.3% | -12.3% | -17.7% |
| 3M | -26.9% | +17.0% | -43.9% | -30.9% |
| 6M | +17.8% | +39.8% | -22.0% | +5.5% |
| YTD | +43.0% | +24.7% | +18.4% | +32.1% |
| 1Y | +32.1% | +186.5% | -154.4% | -6.8% |
| 3Y | +250.6% | +176.8% | +73.9% | +119.6% |
| 5Y | -6.6% | +29.3% | -35.9% | -33.5% |
| All | +4.4% | +2.2% | +2.2% | -23.7% |
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