+2,383.0%
RGEN vs ARWR
-97.0%
+2,480.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.9% | +1.7% | -6.6% | -4.9% |
| 30D | +5.7% | -0.7% | +6.3% | +5.7% |
| 3M | +32.4% | +14.9% | +17.6% | +32.3% |
| 6M | +33.2% | +32.6% | +0.6% | +32.9% |
| YTD | +2.3% | +30.0% | -27.8% | +2.1% |
| 1Y | +39.0% | +208.4% | -169.4% | +37.9% |
| 3Y | -4.6% | +208.8% | -213.4% | -5.5% |
| 5Y | -42.7% | +27.8% | -70.5% | -43.1% |
| 10Y | +433.6% | +1,107.6% | -674.0% | +426.9% |
| All | +2,383.0% | -97.0% | +2,480.0% | +2,935.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling