+63.2%
RIG vs ARWR
+29.5%
+33.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.7% | +2.9% | -5.6% | -3.1% |
| 30D | +9.5% | -2.9% | +12.4% | +9.9% |
| 3M | -6.6% | +15.2% | -21.9% | -9.1% |
| 6M | -2.9% | +42.3% | -45.1% | -9.3% |
| YTD | +39.5% | +28.2% | +11.3% | +31.9% |
| 1Y | +82.3% | +213.2% | -131.0% | +47.8% |
| 3Y | -29.6% | +184.6% | -214.2% | -46.4% |
| 5Y | +63.2% | +29.2% | +33.9% | +38.3% |
| All | +63.2% | +29.5% | +33.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling