+82.9%
ROKU vs ARWR
+173.6%
-90.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.6% | -4.3% | +1.7% | -1.7% |
| 30D | +2.1% | -7.3% | +9.4% | +3.7% |
| 3M | +31.8% | +17.0% | +14.8% | +26.0% |
| 6M | +53.3% | +39.8% | +13.5% | +40.0% |
| YTD | +42.1% | +24.7% | +17.4% | +32.4% |
| 1Y | +62.3% | +186.5% | -124.1% | +19.6% |
| All | +82.9% | +173.6% | -90.7% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling