-34.3%
REPL vs ARWR
-38.4%
+4.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.6% |
| 7D | +9.8% | -17.9% | +27.7% | +17.2% |
| 30D | +81.5% | -18.9% | +100.4% | +95.0% |
| 3M | +44.2% | -46.0% | +90.2% | +79.2% |
| 6M | +437.4% | -40.3% | +477.8% | +524.7% |
| YTD | +126.1% | -29.0% | +155.1% | +143.9% |
| 1Y | +143.1% | +13.8% | +129.3% | +110.2% |
| 3Y | +97.8% | +74.9% | +23.0% | +22.6% |
| 5Y | -34.3% | -36.2% | +2.0% | -41.9% |
| All | -34.3% | -38.4% | +4.1% | -41.9% |
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