-22.2%
RKT vs ARWR
+100.4%
-122.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +2.1% | +1.7% | +0.4% | +1.8% |
| 30D | +1.4% | -0.7% | +2.1% | +1.6% |
| 3M | +6.3% | +14.9% | -8.6% | +2.6% |
| 6M | -15.5% | +32.6% | -48.1% | -21.3% |
| YTD | -27.4% | +30.0% | -57.4% | -32.4% |
| 1Y | -26.6% | +208.4% | -234.9% | -44.3% |
| 3Y | +41.2% | +208.8% | -167.6% | -0.6% |
| 5Y | -6.4% | +27.8% | -34.2% | -28.8% |
| All | -22.2% | +100.4% | -122.6% | -40.3% |
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