+262.6%
ROK vs ARWR
+1,055.7%
-793.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -11.0% | -17.7% | +6.7% | -9.1% |
| 30D | -8.2% | -21.9% | +13.7% | -5.7% |
| 3M | -8.5% | -44.5% | +36.1% | -2.4% |
| 6M | -12.0% | -32.6% | +20.6% | -8.8% |
| YTD | +3.1% | -26.2% | +29.3% | +5.3% |
| 1Y | +2.9% | +23.0% | -20.1% | -1.6% |
| 3Y | +60.7% | +81.8% | -21.1% | +39.7% |
| 5Y | +29.5% | -36.0% | +65.5% | +21.2% |
| 10Y | +262.6% | +1,039.5% | -776.9% | +170.0% |
| All | +262.6% | +1,055.7% | -793.0% | +170.0% |
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