+244.0%
RL vs ARWR
+28.5%
+215.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | -7.8% | -0.7% | -7.1% | -7.7% |
| 3M | -4.0% | +14.9% | -18.9% | -6.8% |
| 6M | -1.9% | +32.6% | -34.5% | -7.7% |
| YTD | -0.2% | +30.0% | -30.2% | -6.1% |
| 1Y | +10.7% | +208.4% | -197.7% | -12.2% |
| 3Y | +210.8% | +208.8% | +2.0% | +124.6% |
| All | +244.0% | +28.5% | +215.5% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling