+315.5%
RNG vs ARWR
+743.8%
-428.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -3.5% | -19.9% | +16.4% | +0.3% |
| 30D | -3.8% | -18.7% | +15.0% | -0.2% |
| 3M | +18.6% | -44.7% | +63.2% | +31.7% |
| 6M | +69.2% | -36.5% | +105.7% | +80.4% |
| YTD | +161.9% | -25.7% | +187.5% | +167.8% |
| 1Y | +176.2% | +18.9% | +157.3% | +153.7% |
| 3Y | +174.5% | +83.1% | +91.4% | +112.4% |
| 5Y | -71.9% | -34.9% | -37.1% | -74.2% |
| 10Y | +235.4% | +1,080.9% | -845.5% | +78.6% |
| All | +315.5% | +743.8% | -428.2% | +156.8% |
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