-25.7%
RKT vs ARWR
+91.8%
-117.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.2% | -2.2% |
| 7D | -1.0% | -3.2% | +2.3% | -0.3% |
| 30D | -2.4% | -6.5% | +4.1% | -1.0% |
| 3M | +1.9% | +12.7% | -10.8% | -1.2% |
| 6M | -13.9% | +36.2% | -50.1% | -20.3% |
| YTD | -30.6% | +24.5% | -55.1% | -34.9% |
| 1Y | -34.4% | +198.0% | -232.3% | -49.9% |
| 3Y | +38.2% | +176.4% | -138.2% | -0.4% |
| 5Y | -9.7% | +26.6% | -36.2% | -30.8% |
| All | -25.7% | +91.8% | -117.5% | -42.5% |
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 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