+562.1%
ROKU vs ARWR
+2,053.1%
-1,491.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | +5.9% | -0.7% | +6.5% | +5.9% |
| 3M | +23.9% | +14.9% | +9.0% | +16.5% |
| 6M | +59.6% | +32.6% | +26.9% | +41.6% |
| YTD | +43.4% | +30.0% | +13.4% | +27.2% |
| 1Y | +60.2% | +208.4% | -148.2% | +1.3% |
| 3Y | +90.4% | +208.8% | -118.4% | +4.6% |
| 5Y | -54.5% | +27.8% | -82.4% | -67.6% |
| All | +562.1% | +2,053.1% | -1,491.0% | +97.6% |
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