+3,656.5%
RIO vs ARWR
-98.3%
+3,754.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +0.5% | -19.9% | +20.4% | +0.6% |
| 30D | -9.9% | -18.7% | +8.8% | -9.8% |
| 3M | -14.0% | -44.7% | +30.7% | -13.7% |
| 6M | -19.5% | -36.5% | +17.0% | -19.3% |
| YTD | +11.5% | -25.7% | +37.2% | +11.7% |
| 1Y | +26.9% | +18.9% | +8.0% | +26.7% |
| 3Y | +55.1% | +83.1% | -27.9% | +54.2% |
| 5Y | +90.7% | -34.9% | +125.5% | +90.1% |
| 10Y | +363.3% | +1,080.9% | -717.5% | +354.1% |
| All | +3,656.5% | -98.3% | +3,754.8% | +3,697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling