+50.1%
RIG vs ARWR
-39.6%
+89.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -12.2% | -17.7% | +5.5% | -10.0% |
| 30D | -6.0% | -21.9% | +15.9% | -3.0% |
| 3M | -9.4% | -44.5% | +35.1% | -2.4% |
| 6M | -19.1% | -32.6% | +13.5% | -15.8% |
| YTD | +25.4% | -26.2% | +51.6% | +27.5% |
| 1Y | +23.3% | +23.0% | +0.4% | +14.8% |
| 3Y | -22.1% | +81.8% | -103.9% | -36.9% |
| 5Y | +50.1% | -36.0% | +86.2% | +35.9% |
| All | +50.1% | -39.6% | +89.8% | +35.9% |
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 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