+185.3%
RNG vs ARWR
+59.7%
+125.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.1% |
| 7D | -9.6% | +2.4% | -12.0% | -9.5% |
| 30D | -1.4% | -1.1% | -0.3% | -1.5% |
| 3M | +28.8% | -31.2% | +59.9% | +26.1% |
| 6M | +65.6% | -19.3% | +84.9% | +63.5% |
| YTD | +171.4% | -7.1% | +178.5% | +164.8% |
| 1Y | +185.3% | +62.9% | +122.4% | +176.8% |
| All | +185.3% | +59.7% | +125.6% | +176.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling