+5.9%
ROP vs ARWR
+20.5%
-14.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -15.3% | +14.3% | -1.4% |
| 7D | -1.6% | -17.3% | +15.7% | -2.0% |
| 30D | +29.5% | -21.5% | +51.1% | +28.8% |
| 3M | +17.5% | -43.8% | +61.4% | +15.7% |
| 6M | +38.1% | -32.3% | +70.3% | +36.6% |
| YTD | +7.0% | -25.8% | +32.8% | +5.2% |
| All | +5.9% | +20.5% | -14.7% | +3.9% |
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