+109.5%
REPL vs ARWR
+81.3%
+28.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +12.7% | -17.7% | +30.4% | +19.1% |
| 30D | +73.5% | -21.9% | +95.4% | +86.8% |
| 3M | +70.3% | -44.5% | +114.8% | +102.7% |
| 6M | +472.0% | -32.6% | +504.6% | +519.4% |
| YTD | +139.5% | -26.2% | +165.7% | +151.1% |
| 1Y | +167.3% | +23.0% | +144.3% | +127.1% |
| 3Y | +109.5% | +81.8% | +27.8% | +35.6% |
| All | +109.5% | +81.3% | +28.3% | +35.6% |
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