-41.8%
RIG vs ARWR
+1,078.7%
-1,120.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.5% |
| 7D | -8.2% | -3.2% | -5.0% | -7.8% |
| 30D | -0.2% | -6.5% | +6.3% | +0.7% |
| 3M | -2.7% | +12.7% | -15.4% | -4.8% |
| 6M | -7.5% | +36.2% | -43.7% | -12.4% |
| YTD | +38.3% | +24.5% | +13.8% | +32.1% |
| 1Y | +81.8% | +198.0% | -116.1% | +52.6% |
| 3Y | -30.2% | +176.4% | -206.6% | -44.2% |
| 5Y | +59.9% | +26.6% | +33.4% | +35.8% |
| All | -41.8% | +1,078.7% | -1,120.5% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling