+324.6%
RL vs ARWR
+1,009.4%
-684.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.3% |
| 7D | +2.4% | -17.9% | +20.3% | +4.5% |
| 30D | +4.6% | -18.9% | +23.5% | +7.0% |
| 3M | -1.1% | -46.0% | +44.8% | +6.0% |
| 6M | +16.5% | -40.3% | +56.9% | +22.8% |
| YTD | +11.4% | -29.0% | +40.4% | +14.4% |
| 1Y | +16.1% | +13.8% | +2.3% | +11.7% |
| 3Y | +252.6% | +74.9% | +177.7% | +205.8% |
| 5Y | +244.9% | -36.2% | +281.1% | +220.9% |
| All | +324.6% | +1,009.4% | -684.9% | +217.1% |
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