+403.8%
RGEN vs ARWR
+1,009.4%
-605.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +0.9% | -2.7% |
| 7D | -1.2% | -17.9% | +16.8% | +2.3% |
| 30D | -5.1% | -18.9% | +13.8% | -1.5% |
| 3M | +0.5% | -46.0% | +46.5% | +12.3% |
| 6M | +46.6% | -40.3% | +86.9% | +59.3% |
| YTD | +1.6% | -29.0% | +30.6% | +5.9% |
| 1Y | +5.4% | +13.8% | -8.4% | -1.2% |
| 3Y | +12.8% | +74.9% | -62.0% | -9.2% |
| 5Y | -35.6% | -36.2% | +0.6% | -41.1% |
| All | +403.8% | +1,009.4% | -605.6% | +211.5% |
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