+659.2%
RIOT vs ARWR
+945.8%
-286.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +18.9% | -19.9% | +38.9% | +25.9% |
| 30D | +11.0% | -18.7% | +29.7% | +17.2% |
| 3M | -9.7% | -44.7% | +35.0% | +6.3% |
| 6M | -27.9% | -36.5% | +8.6% | -18.7% |
| YTD | +44.3% | -25.7% | +69.9% | +55.2% |
| 1Y | +13.3% | +18.9% | -5.7% | +5.6% |
| 3Y | +76.4% | +83.1% | -6.6% | +36.4% |
| 5Y | -53.8% | -34.9% | -18.9% | -56.0% |
| 10Y | +670.6% | +1,080.9% | -410.2% | +522.3% |
| All | +659.2% | +945.8% | -286.6% | +609.5% |
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