+20.5%
RGEN vs ARWR
+105.6%
-85.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.7% |
| 7D | -1.9% | -2.9% | +1.0% | -1.3% |
| 30D | +3.7% | -5.4% | +9.1% | +5.1% |
| 3M | +8.8% | -32.2% | +41.1% | +18.2% |
| 6M | +38.0% | -26.5% | +64.5% | +45.2% |
| YTD | +5.9% | -12.4% | +18.3% | +5.9% |
| 1Y | +19.7% | +46.9% | -27.2% | +3.0% |
| 3Y | +20.5% | +116.0% | -95.4% | -18.3% |
| All | +20.5% | +105.6% | -85.1% | -18.3% |
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