-19.3%
RIG vs ARWR
-97.0%
+77.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | +13.8% | -0.7% | +14.5% | +13.8% |
| 3M | -6.4% | +14.9% | -21.3% | -6.5% |
| 6M | -8.2% | +32.6% | -40.8% | -8.4% |
| YTD | +41.6% | +30.0% | +11.6% | +41.2% |
| 1Y | +88.7% | +208.4% | -119.6% | +86.8% |
| 3Y | -30.9% | +208.8% | -239.6% | -31.7% |
| 5Y | +57.7% | +27.8% | +29.9% | +56.3% |
| 10Y | -39.3% | +1,107.6% | -1,146.8% | -40.7% |
| All | -19.3% | -97.0% | +77.8% | -23.5% |
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