+4,465.5%
RIO vs ARWR
-97.0%
+4,562.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | +1.7% | -1.7% | 0.0% |
| 30D | +4.0% | -0.7% | +4.6% | +4.0% |
| 3M | +0.1% | +14.9% | -14.7% | 0.0% |
| 6M | +12.7% | +32.6% | -19.9% | +12.5% |
| YTD | +35.6% | +30.0% | +5.5% | +35.3% |
| 1Y | +73.7% | +208.4% | -134.7% | +72.5% |
| 3Y | +93.3% | +208.8% | -115.5% | +91.5% |
| 5Y | +92.4% | +27.8% | +64.6% | +91.2% |
| 10Y | +606.9% | +1,107.6% | -500.6% | +591.7% |
| All | +4,465.5% | -97.0% | +4,562.6% | +4,500.9% |
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