-50.0%
RIG vs ARWR
+1,009.4%
-1,059.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | +4.3% | -17.9% | +22.3% | +7.0% |
| 30D | -5.8% | -18.9% | +13.0% | -3.3% |
| 3M | -6.7% | -46.0% | +39.3% | +0.9% |
| 6M | -18.7% | -40.3% | +21.7% | -13.8% |
| YTD | +28.8% | -29.0% | +57.8% | +32.0% |
| 1Y | +28.8% | +13.8% | +15.0% | +22.5% |
| 3Y | -20.0% | +74.9% | -94.9% | -32.7% |
| 5Y | +56.0% | -36.2% | +92.2% | +44.2% |
| All | -50.0% | +1,009.4% | -1,059.4% | -56.9% |
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