+546.6%
RMBS vs ARWR
+1,080.6%
-534.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +1.2% | -4.3% | +5.5% | +1.9% |
| 30D | -11.5% | -7.3% | -4.2% | -10.4% |
| 3M | -38.2% | +17.0% | -55.2% | -40.1% |
| 6M | -4.8% | +39.8% | -44.6% | -10.2% |
| YTD | -7.1% | +24.7% | -31.8% | -11.0% |
| 1Y | +10.7% | +186.5% | -175.8% | -7.7% |
| 3Y | +54.5% | +176.8% | -122.3% | +22.4% |
| 5Y | +261.7% | +29.3% | +232.3% | +203.7% |
| All | +546.6% | +1,080.6% | -534.0% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling