-43.4%
RGEN vs ARWR
+28.5%
-71.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -4.9% | +1.7% | -6.6% | -5.4% |
| 30D | +5.7% | -0.7% | +6.3% | +5.8% |
| 3M | +32.4% | +14.9% | +17.6% | +25.7% |
| 6M | +33.2% | +32.6% | +0.6% | +19.9% |
| YTD | +2.3% | +30.0% | -27.8% | -7.9% |
| 1Y | +39.0% | +208.4% | -169.4% | -7.2% |
| 3Y | -4.6% | +208.8% | -213.4% | -44.5% |
| All | -43.4% | +28.5% | -71.9% | -59.1% |
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