+123.9%
RNG vs ARWR
+181.4%
-57.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.2% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | +11.4% | -2.9% | +14.3% | +11.7% |
| 3M | +72.1% | +15.2% | +56.9% | +67.5% |
| 6M | +67.9% | +42.3% | +25.7% | +57.3% |
| YTD | +144.3% | +28.2% | +116.1% | +131.6% |
| 1Y | +117.5% | +213.2% | -95.7% | +74.4% |
| 3Y | +123.9% | +184.6% | -60.8% | +53.2% |
| All | +123.9% | +181.4% | -57.5% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling