+453.9%
RGEN vs ARWR
+1,055.7%
-601.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -2.4% | -17.7% | +15.3% | +0.9% |
| 30D | +0.1% | -21.9% | +22.0% | +4.5% |
| 3M | +6.6% | -44.5% | +51.2% | +18.5% |
| 6M | +40.9% | -32.6% | +73.5% | +49.3% |
| YTD | +6.2% | -26.2% | +32.4% | +9.8% |
| 1Y | +19.4% | +23.0% | -3.5% | +10.4% |
| 3Y | +17.9% | +81.8% | -63.8% | -5.8% |
| 5Y | -34.0% | -36.0% | +2.0% | -39.9% |
| 10Y | +453.9% | +1,039.5% | -585.6% | +239.7% |
| All | +453.9% | +1,055.7% | -601.8% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling