+338.4%
RMD vs ARWR
+1,055.7%
-717.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +3.1% | -17.7% | +20.8% | +4.7% |
| 30D | +1.8% | -21.9% | +23.7% | +3.8% |
| 3M | +6.7% | -44.5% | +51.2% | +11.8% |
| 6M | +13.9% | -32.6% | +46.5% | +16.8% |
| YTD | -2.0% | -26.2% | +24.2% | -0.7% |
| 1Y | -5.4% | +23.0% | -28.4% | -8.9% |
| 3Y | +67.4% | +81.8% | -14.4% | +49.0% |
| 5Y | -5.7% | -36.0% | +30.3% | -10.7% |
| 10Y | +338.4% | +1,039.5% | -701.2% | +231.6% |
| All | +338.4% | +1,055.7% | -717.3% | +231.6% |
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