+559.3%
ROKU vs ARWR
+1,966.1%
-1,406.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.4% | -4.0% | +3.6% | +0.9% |
| 30D | +2.1% | -5.0% | +7.1% | +3.7% |
| 3M | +29.5% | +11.3% | +18.2% | +23.0% |
| 6M | +53.8% | +42.6% | +11.2% | +33.4% |
| YTD | +42.8% | +24.8% | +18.0% | +28.3% |
| 1Y | +60.7% | +178.8% | -118.0% | +5.6% |
| 3Y | +83.9% | +183.3% | -99.5% | +4.2% |
| 5Y | -52.8% | +29.5% | -82.3% | -66.5% |
| All | +559.3% | +1,966.1% | -1,406.8% | +99.5% |
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 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