+233.7%
RNG vs ARWR
+1,024.2%
-790.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +4.6% | -17.8% | +22.5% | +8.5% |
| 30D | +0.4% | -18.1% | +18.6% | +4.3% |
| 3M | +11.4% | -44.2% | +55.6% | +24.7% |
| 6M | +95.7% | -38.6% | +134.3% | +111.2% |
| YTD | +162.9% | -28.0% | +190.9% | +170.8% |
| 1Y | +180.3% | +16.1% | +164.1% | +155.5% |
| 3Y | +188.3% | +84.0% | +104.4% | +114.5% |
| 5Y | -72.5% | -35.4% | -37.1% | -75.2% |
| All | +233.7% | +1,024.2% | -790.5% | +95.7% |
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