+90.0%
RIO vs ARWR
-28.9%
+119.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | +2.2% | -2.9% | +5.2% | +2.5% |
| 30D | -10.1% | -5.4% | -4.7% | -9.7% |
| 3M | -14.1% | -32.2% | +18.1% | -11.0% |
| 6M | -18.9% | -26.5% | +7.6% | -16.9% |
| YTD | +9.9% | -12.4% | +22.3% | +10.3% |
| 1Y | +27.0% | +46.9% | -19.9% | +21.1% |
| 3Y | +50.1% | +116.0% | -65.9% | +31.9% |
| All | +90.0% | -28.9% | +119.0% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling