+235.9%
RNG vs ARWR
+1,009.4%
-773.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.5% | +2.0% |
| 7D | +2.3% | -17.9% | +20.2% | +6.1% |
| 30D | -3.4% | -18.9% | +15.5% | +0.6% |
| 3M | +20.9% | -46.0% | +66.9% | +36.2% |
| 6M | +82.2% | -40.3% | +122.6% | +97.9% |
| YTD | +164.6% | -29.0% | +193.6% | +173.3% |
| 1Y | +177.0% | +13.8% | +163.2% | +153.6% |
| 3Y | +177.4% | +74.9% | +102.5% | +108.8% |
| 5Y | -72.3% | -36.2% | -36.1% | -75.0% |
| All | +235.9% | +1,009.4% | -773.5% | +97.6% |
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