+301.5%
ROST vs ARWR
+1,024.2%
-722.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.5% |
| 7D | +0.3% | -17.8% | +18.1% | +2.2% |
| 30D | +0.5% | -18.1% | +18.6% | +2.5% |
| 3M | -5.2% | -44.2% | +38.9% | +0.5% |
| 6M | +9.8% | -38.6% | +48.5% | +14.8% |
| YTD | +29.4% | -28.0% | +57.4% | +32.2% |
| 1Y | +44.4% | +16.1% | +28.2% | +38.9% |
| 3Y | +95.0% | +84.0% | +11.0% | +69.4% |
| 5Y | +111.9% | -35.4% | +147.2% | +99.0% |
| All | +301.5% | +1,024.2% | -722.7% | +201.6% |
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 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