+88.8%
RIO vs ARWR
+173.9%
-85.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.2% | -4.0% | +0.8% | -2.8% |
| 30D | +0.9% | -5.0% | +6.0% | +1.4% |
| 3M | -1.4% | +11.3% | -12.8% | -2.7% |
| 6M | +10.9% | +42.6% | -31.7% | +6.8% |
| YTD | +31.2% | +24.8% | +6.4% | +27.6% |
| 1Y | +67.9% | +178.8% | -110.9% | +51.8% |
| 3Y | +88.8% | +183.3% | -94.5% | +63.7% |
| All | +88.8% | +173.9% | -85.1% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling