+99.6%
RIO vs ARWR
+29.5%
+70.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.7% |
| 7D | +1.9% | +2.9% | -0.9% | +1.7% |
| 30D | +5.0% | -2.9% | +7.9% | +5.2% |
| 3M | +5.1% | +15.2% | -10.1% | +3.4% |
| 6M | +17.6% | +42.3% | -24.7% | +13.1% |
| YTD | +36.3% | +28.2% | +8.1% | +32.1% |
| 1Y | +71.2% | +213.2% | -142.1% | +52.2% |
| 3Y | +102.7% | +184.6% | -81.9% | +73.4% |
| 5Y | +99.6% | +29.2% | +70.3% | +73.4% |
| All | +99.6% | +29.5% | +70.0% | +73.4% |
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