+1,530.1%
RL vs ARWR
-26.3%
+1,556.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.8% | -0.6% | -7.3% |
| 7D | -4.7% | -5.0% | +0.3% | -4.6% |
| 30D | +3.6% | -6.6% | +10.2% | +3.6% |
| 3M | +0.5% | -33.9% | +34.4% | +0.9% |
| 6M | +6.6% | -23.3% | +29.9% | +6.8% |
| YTD | +8.8% | -13.5% | +22.3% | +8.9% |
| 1Y | +21.8% | +42.5% | -20.8% | +21.3% |
| 3Y | +245.8% | +104.1% | +141.7% | +242.5% |
| 5Y | +230.0% | -28.8% | +258.8% | +228.3% |
| 10Y | +369.4% | +911.6% | -542.2% | +359.0% |
| All | +1,530.1% | -26.3% | +1,556.4% | +1,589.0% |
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 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