-35.1%
REPL vs ARWR
-28.9%
-6.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.2% | +6.8% | +7.5% |
| 7D | +22.8% | -2.9% | +25.7% | +24.1% |
| 30D | +63.8% | -5.4% | +69.2% | +67.8% |
| 3M | +68.1% | -32.2% | +100.4% | +93.4% |
| 6M | +528.5% | -26.5% | +555.0% | +575.5% |
| YTD | +122.4% | -12.4% | +134.8% | +123.8% |
| 1Y | +154.4% | +46.9% | +107.5% | +101.5% |
| 3Y | +68.0% | +116.0% | -48.0% | -3.1% |
| All | -35.1% | -28.9% | -6.2% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling