+7,820.2%
ROP vs ARWR
-98.0%
+7,918.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.9% |
| 7D | +2.1% | -2.9% | +5.0% | +2.2% |
| 30D | +32.9% | -5.4% | +38.3% | +32.9% |
| 3M | +20.3% | -32.2% | +52.6% | +20.5% |
| 6M | +36.8% | -26.5% | +63.3% | +36.9% |
| YTD | +8.1% | -12.4% | +20.5% | +8.1% |
| 1Y | +8.3% | +46.9% | -38.6% | +8.0% |
| 3Y | -3.2% | +116.0% | -119.2% | -3.7% |
| 5Y | +1.7% | -28.0% | +29.7% | +1.4% |
| 10Y | +199.2% | +923.9% | -724.7% | +195.9% |
| All | +7,820.2% | -98.0% | +7,918.2% | +9,185.9% |
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 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