+1,395.2%
RL vs ARWR
+10.7%
+1,384.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.8% | +1.7% | -2.5% | -0.8% |
| 30D | -7.8% | -0.7% | -7.1% | -7.8% |
| 3M | -4.0% | +14.9% | -18.9% | -4.1% |
| 6M | -1.9% | +32.6% | -34.5% | -2.2% |
| YTD | -0.2% | +30.0% | -30.2% | -0.4% |
| 1Y | +10.7% | +208.4% | -197.7% | +9.5% |
| 3Y | +210.8% | +208.8% | +2.0% | +206.7% |
| 5Y | +238.2% | +27.8% | +210.4% | +235.1% |
| 10Y | +313.4% | +1,107.6% | -794.2% | +303.1% |
| All | +1,395.2% | +10.7% | +1,384.6% | +1,444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling