+319.7%
RL vs ARWR
+1,024.2%
-704.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +2.6% | -17.8% | +20.4% | +4.7% |
| 30D | +2.9% | -18.1% | +21.1% | +5.2% |
| 3M | 0.0% | -44.2% | +44.2% | +6.8% |
| 6M | +17.1% | -38.6% | +55.8% | +23.0% |
| YTD | +10.1% | -28.0% | +38.2% | +12.9% |
| 1Y | +17.3% | +16.1% | +1.2% | +12.6% |
| 3Y | +249.3% | +84.0% | +165.4% | +201.2% |
| 5Y | +240.9% | -35.4% | +276.3% | +216.6% |
| All | +319.7% | +1,024.2% | -704.6% | +212.9% |
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