+316.4%
ROST vs ARWR
+1,055.7%
-739.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +3.2% | -17.7% | +20.9% | +5.2% |
| 30D | +7.4% | -21.9% | +29.3% | +10.1% |
| 3M | -6.1% | -44.5% | +38.5% | -0.2% |
| 6M | +6.2% | -32.6% | +38.8% | +9.8% |
| YTD | +33.4% | -26.2% | +59.6% | +35.9% |
| 1Y | +48.8% | +23.0% | +25.8% | +42.3% |
| 3Y | +99.5% | +81.8% | +17.8% | +73.6% |
| 5Y | +112.7% | -36.0% | +148.7% | +99.9% |
| 10Y | +316.4% | +1,039.5% | -723.1% | +211.7% |
| All | +316.4% | +1,055.7% | -739.2% | +211.7% |
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