+345.8%
RIO vs ARWR
+1,024.2%
-678.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -0.9% | -17.8% | +16.9% | +0.6% |
| 30D | -9.1% | -18.1% | +9.0% | -7.7% |
| 3M | -13.7% | -44.2% | +30.5% | -9.6% |
| 6M | -24.3% | -38.6% | +14.3% | -21.6% |
| YTD | +8.9% | -28.0% | +36.9% | +10.9% |
| 1Y | +22.7% | +16.1% | +6.5% | +19.6% |
| 3Y | +51.2% | +84.0% | -32.8% | +36.6% |
| 5Y | +88.1% | -35.4% | +123.5% | +79.5% |
| All | +345.8% | +1,024.2% | -678.4% | +245.8% |
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