+54.7%
RMBS vs ARWR
+185.4%
-130.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.9% |
| 30D | -12.2% | -0.7% | -11.5% | -12.1% |
| 3M | -49.5% | +14.9% | -64.4% | -51.8% |
| 6M | -7.1% | +32.6% | -39.8% | -14.9% |
| YTD | -7.0% | +30.0% | -37.0% | -14.6% |
| 1Y | +13.3% | +208.4% | -195.0% | -18.7% |
| All | +54.7% | +185.4% | -130.7% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling