+315.8%
ROST vs ARWR
+1,011.1%
-695.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +0.2% | +2.9% | -2.6% | -0.1% |
| 30D | -10.0% | -2.9% | -7.1% | -9.7% |
| 3M | +1.2% | +15.2% | -14.0% | -0.7% |
| 6M | +8.9% | +42.3% | -33.3% | +4.1% |
| YTD | +28.1% | +28.2% | -0.1% | +23.4% |
| 1Y | +53.0% | +213.2% | -160.3% | +32.4% |
| 3Y | +97.9% | +184.6% | -86.8% | +64.9% |
| 5Y | +112.0% | +29.2% | +82.7% | +85.7% |
| All | +315.8% | +1,011.1% | -695.3% | +202.2% |
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