+358.5%
RIO vs ARWR
+1,055.7%
-697.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.1% |
| 7D | +3.6% | -17.7% | +21.3% | +5.1% |
| 30D | -10.8% | -21.9% | +11.1% | -9.1% |
| 3M | -15.2% | -44.5% | +29.3% | -11.1% |
| 6M | -18.0% | -32.6% | +14.6% | -15.7% |
| YTD | +11.0% | -26.2% | +37.2% | +12.8% |
| 1Y | +26.4% | +23.0% | +3.4% | +22.6% |
| 3Y | +54.4% | +81.8% | -27.4% | +39.6% |
| 5Y | +98.1% | -36.0% | +134.1% | +89.2% |
| 10Y | +358.5% | +1,039.5% | -681.0% | +254.4% |
| All | +358.5% | +1,055.7% | -697.1% | +254.4% |
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