+305.4%
RNG vs ARWR
+1,375.9%
-1,070.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.9% |
| 7D | +5.8% | +1.7% | +4.1% | +5.4% |
| 30D | +19.6% | -0.7% | +20.3% | +19.6% |
| 3M | +67.0% | +14.9% | +52.1% | +60.5% |
| 6M | +88.4% | +32.6% | +55.7% | +74.4% |
| YTD | +155.5% | +30.0% | +125.4% | +136.5% |
| 1Y | +141.7% | +208.4% | -66.7% | +84.6% |
| 3Y | +131.1% | +208.8% | -77.7% | +62.4% |
| 5Y | -70.6% | +27.8% | -98.4% | -76.1% |
| 10Y | +228.2% | +1,107.6% | -879.3% | +68.7% |
| All | +305.4% | +1,375.9% | -1,070.5% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling