+25.9%
ROK vs ARWR
+201.3%
-175.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.1% |
| 6M | +14.2% | +36.2% | -22.0% | +8.2% |
| YTD | +10.6% | +24.5% | -13.9% | +5.9% |
| 1Y | +25.9% | +198.0% | -172.1% | +8.2% |
| All | +25.9% | +201.3% | -175.4% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling