+247.0%
RL vs ARWR
+105.6%
+141.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -4.2% | -2.9% | -1.2% | -3.7% |
| 30D | +4.3% | -5.4% | +9.7% | +5.1% |
| 3M | -4.6% | -32.2% | +27.6% | +0.6% |
| 6M | +1.7% | -26.5% | +28.2% | +5.3% |
| YTD | +7.3% | -12.4% | +19.7% | +7.6% |
| 1Y | +20.8% | +46.9% | -26.1% | +10.9% |
| 3Y | +247.0% | +116.0% | +131.0% | +173.7% |
| All | +247.0% | +105.6% | +141.4% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling