+2,551.0%
RGEN vs ARWR
-98.3%
+2,649.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.3% | +18.5% | +3.2% |
| 7D | +3.5% | -17.3% | +20.8% | +3.6% |
| 30D | +2.9% | -21.5% | +24.4% | +3.1% |
| 3M | +9.2% | -43.8% | +53.0% | +9.6% |
| 6M | +44.9% | -32.3% | +77.2% | +45.2% |
| YTD | +9.2% | -25.8% | +35.0% | +9.3% |
| 1Y | +25.3% | +25.5% | -0.2% | +25.0% |
| 3Y | +21.7% | +84.1% | -62.4% | +21.0% |
| 5Y | -34.5% | -39.2% | +4.7% | -34.7% |
| 10Y | +478.9% | +1,072.4% | -593.5% | +473.4% |
| All | +2,551.0% | -98.3% | +2,649.3% | +3,151.8% |
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