+3,601.7%
RIO vs ARWR
-98.0%
+3,699.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.7% |
| 7D | +2.2% | -2.9% | +5.2% | +2.3% |
| 30D | -10.1% | -5.4% | -4.7% | -10.1% |
| 3M | -14.1% | -32.2% | +18.1% | -13.9% |
| 6M | -18.9% | -26.5% | +7.6% | -18.8% |
| YTD | +9.9% | -12.4% | +22.3% | +9.9% |
| 1Y | +27.0% | +46.9% | -19.9% | +26.6% |
| 3Y | +50.1% | +116.0% | -65.9% | +49.0% |
| 5Y | +95.3% | -28.0% | +123.2% | +94.6% |
| 10Y | +425.9% | +923.9% | -498.1% | +415.3% |
| All | +3,601.7% | -98.0% | +3,699.7% | +3,638.5% |
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