-68.3%
RNG vs ARWR
+26.4%
-94.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -9.6% | -4.3% | -5.3% | -8.5% |
| 30D | +8.8% | -7.3% | +16.1% | +10.9% |
| 3M | +78.6% | +17.0% | +61.6% | +67.1% |
| 6M | +70.3% | +39.8% | +30.5% | +48.6% |
| YTD | +140.3% | +24.7% | +115.7% | +115.4% |
| 1Y | +126.6% | +186.5% | -59.9% | +48.6% |
| 3Y | +120.2% | +176.8% | -56.6% | +22.2% |
| 5Y | -68.3% | +29.3% | -97.6% | -78.3% |
| All | -68.3% | +26.4% | -94.7% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling