+619.2%
RIO vs ARWR
+978.7%
-359.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +1.0% | -3.2% | +4.2% | +1.2% |
| 30D | +4.0% | -6.5% | +10.5% | +4.6% |
| 3M | +4.5% | +12.7% | -8.1% | +3.3% |
| 6M | +17.3% | +36.2% | -18.9% | +14.0% |
| YTD | +36.2% | +24.5% | +11.7% | +33.0% |
| 1Y | +76.1% | +198.0% | -121.8% | +60.0% |
| 3Y | +102.5% | +176.4% | -73.8% | +78.6% |
| 5Y | +103.5% | +26.6% | +77.0% | +84.9% |
| 10Y | +619.2% | +1,054.1% | -434.9% | +462.2% |
| All | +619.2% | +978.7% | -359.5% | +462.2% |
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