+215.0%
RNG vs ARWR
+1,081.9%
-866.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -6.1% | -4.0% | -2.0% | -5.3% |
| 30D | +9.6% | -5.0% | +14.6% | +10.6% |
| 3M | +83.3% | +11.3% | +72.0% | +76.9% |
| 6M | +77.9% | +42.6% | +35.3% | +61.3% |
| YTD | +139.9% | +24.8% | +115.1% | +122.6% |
| 1Y | +121.7% | +178.8% | -57.1% | +69.2% |
| 3Y | +121.9% | +183.3% | -61.5% | +53.7% |
| 5Y | -68.4% | +29.5% | -97.8% | -74.9% |
| All | +215.0% | +1,081.9% | -866.9% | +70.2% |
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