+177.0%
RNG vs ARWR
+12.4%
+164.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.5% | +1.0% |
| 7D | +2.3% | -17.9% | +20.2% | +1.9% |
| 30D | -3.4% | -18.9% | +15.5% | -3.7% |
| 3M | +20.9% | -46.0% | +66.9% | +17.9% |
| 6M | +82.2% | -40.3% | +122.6% | +79.2% |
| YTD | +164.6% | -29.0% | +193.6% | +156.9% |
| 1Y | +177.0% | +13.8% | +163.2% | +171.7% |
| All | +177.0% | +12.4% | +164.6% | +171.7% |
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 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