+346.0%
RL vs ARWR
+1,021.8%
-675.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -4.4% | -19.9% | +15.6% | -2.0% |
| 30D | +5.6% | -18.7% | +24.3% | +8.0% |
| 3M | -0.6% | -44.7% | +44.0% | +6.2% |
| 6M | +15.5% | -36.5% | +52.0% | +20.8% |
| YTD | +12.3% | -25.7% | +38.0% | +14.7% |
| 1Y | +19.3% | +18.9% | +0.4% | +14.2% |
| 3Y | +255.5% | +83.1% | +172.5% | +206.5% |
| 5Y | +247.1% | -34.9% | +281.9% | +221.8% |
| 10Y | +346.0% | +1,080.9% | -734.8% | +228.9% |
| All | +346.0% | +1,021.8% | -675.8% | +228.9% |
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