+59.7%
RGTI vs ARWR
+22.3%
+37.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.5% |
| 7D | +5.5% | +2.9% | +2.6% | +4.4% |
| 30D | -11.9% | -2.9% | -9.0% | -11.0% |
| 3M | -27.4% | +15.2% | -42.6% | -31.4% |
| 6M | -7.1% | +42.3% | -49.3% | -18.8% |
| YTD | -28.6% | +28.2% | -56.8% | -35.9% |
| 1Y | +4.4% | +213.2% | -208.9% | -32.8% |
| 3Y | +698.5% | +184.6% | +513.8% | +376.8% |
| 5Y | +64.2% | +29.2% | +34.9% | +4.6% |
| All | +59.7% | +22.3% | +37.4% | +2.0% |
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