+2.5%
RKT vs ARWR
-40.7%
+43.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.2% | +4.6% |
| 7D | +10.3% | -17.3% | +27.7% | +15.1% |
| 30D | +32.3% | -21.5% | +53.8% | +39.7% |
| 3M | +10.7% | -43.8% | +54.5% | +26.5% |
| 6M | -3.2% | -32.3% | +29.1% | +4.6% |
| YTD | -21.5% | -25.8% | +4.3% | -18.2% |
| 1Y | -6.0% | +25.5% | -31.5% | -15.8% |
| 3Y | +104.2% | +84.1% | +20.1% | +48.0% |
| 5Y | +2.5% | -39.2% | +41.7% | -11.4% |
| All | +2.5% | -40.7% | +43.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling