+29.3%
ROIV vs ARWR
-25.6%
+54.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.8% | +2.6% | -2.2% |
| 7D | -2.4% | -5.0% | +2.6% | -0.9% |
| 30D | +3.1% | -6.6% | +9.7% | +5.2% |
| 3M | +5.8% | -33.9% | +39.7% | +17.7% |
| 6M | +29.3% | -23.3% | +52.6% | +34.5% |
| All | +29.3% | -25.6% | +54.9% | +34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling