+1,582.5%
RL vs ARWR
-36.7%
+1,619.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -4.4% | -19.9% | +15.6% | -4.2% |
| 30D | +5.6% | -18.7% | +24.3% | +5.7% |
| 3M | -0.6% | -44.7% | +44.0% | -0.2% |
| 6M | +15.5% | -36.5% | +52.0% | +15.8% |
| YTD | +12.3% | -25.7% | +38.0% | +12.5% |
| 1Y | +19.3% | +18.9% | +0.4% | +19.0% |
| 3Y | +255.5% | +83.1% | +172.5% | +252.4% |
| 5Y | +247.1% | -34.9% | +281.9% | +245.6% |
| 10Y | +346.0% | +1,080.9% | -734.8% | +336.3% |
| All | +1,582.5% | -36.7% | +1,619.2% | +1,645.1% |
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