+355.6%
RMD vs ARWR
+1,024.2%
-668.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.2% |
| 7D | +2.1% | -17.8% | +19.9% | +3.7% |
| 30D | +2.1% | -18.1% | +20.2% | +3.7% |
| 3M | +6.2% | -44.2% | +50.4% | +11.2% |
| 6M | +19.4% | -38.6% | +58.0% | +23.5% |
| YTD | +0.5% | -28.0% | +28.6% | +2.1% |
| 1Y | -3.9% | +16.1% | -20.1% | -7.1% |
| 3Y | +72.5% | +84.0% | -11.4% | +53.3% |
| 5Y | -1.5% | -35.4% | +33.9% | -6.8% |
| All | +355.6% | +1,024.2% | -668.6% | +244.6% |
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