+632.4%
RIOT vs ARWR
+1,009.4%
-377.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.1% |
| 7D | +20.8% | -17.9% | +38.7% | +27.3% |
| 30D | +7.0% | -18.9% | +25.8% | +13.3% |
| 3M | -12.3% | -46.0% | +33.7% | +4.8% |
| 6M | -27.3% | -40.3% | +13.1% | -16.0% |
| YTD | +40.7% | -29.0% | +69.7% | +53.9% |
| 1Y | +15.3% | +13.8% | +1.5% | +8.4% |
| 3Y | +72.1% | +74.9% | -2.8% | +32.6% |
| 5Y | -59.7% | -36.2% | -23.4% | -61.4% |
| All | +632.4% | +1,009.4% | -377.0% | +464.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling