+2,470.2%
RGEN vs ARWR
-98.0%
+2,568.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +3.0% |
| 7D | -1.9% | -2.9% | +1.0% | -1.9% |
| 30D | +3.7% | -5.4% | +9.1% | +3.8% |
| 3M | +8.8% | -32.2% | +41.1% | +9.1% |
| 6M | +38.0% | -26.5% | +64.5% | +38.2% |
| YTD | +5.9% | -12.4% | +18.3% | +5.9% |
| 1Y | +19.7% | +46.9% | -27.2% | +19.3% |
| 3Y | +20.5% | +116.0% | -95.4% | +19.7% |
| 5Y | -35.0% | -28.0% | -7.0% | -35.2% |
| 10Y | +540.9% | +923.9% | -383.0% | +534.3% |
| All | +2,470.2% | -98.0% | +2,568.2% | +3,049.8% |
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