+7,540.0%
ROK vs ARWR
-98.0%
+7,638.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.4% |
| 7D | -13.8% | -2.9% | -10.9% | -13.8% |
| 30D | -14.9% | -5.4% | -9.5% | -14.9% |
| 3M | -14.7% | -32.2% | +17.6% | -14.4% |
| 6M | -17.7% | -26.5% | +8.8% | -17.5% |
| YTD | -2.5% | -12.4% | +9.9% | -2.4% |
| 1Y | +2.3% | +46.9% | -44.6% | +1.8% |
| 3Y | +52.7% | +116.0% | -63.2% | +51.1% |
| 5Y | +20.5% | -28.0% | +48.5% | +20.0% |
| 10Y | +284.0% | +923.9% | -639.9% | +272.6% |
| All | +7,540.0% | -98.0% | +7,638.0% | +6,616.7% |
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