+354.9%
ROK vs ARWR
+978.7%
-623.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +0.2% | -3.2% | +3.4% | +0.5% |
| 30D | -1.8% | -6.5% | +4.7% | -1.1% |
| 3M | -7.2% | +12.7% | -19.9% | -8.9% |
| 6M | +14.2% | +36.2% | -22.0% | +9.3% |
| YTD | +10.6% | +24.5% | -13.9% | +6.8% |
| 1Y | +25.9% | +198.0% | -172.1% | +9.3% |
| 3Y | +50.8% | +176.4% | -125.6% | +25.7% |
| 5Y | +47.0% | +26.6% | +20.5% | +28.4% |
| 10Y | +354.9% | +1,054.1% | -699.2% | +230.6% |
| All | +354.9% | +978.7% | -623.8% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling