+65.0%
RRC vs ARWR
+1,024.2%
-959.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +6.4% | -17.8% | +24.2% | +8.7% |
| 30D | +23.9% | -18.1% | +42.0% | +26.6% |
| 3M | +30.2% | -44.2% | +74.4% | +38.9% |
| 6M | +26.3% | -38.6% | +64.9% | +32.5% |
| YTD | +48.1% | -28.0% | +76.1% | +51.1% |
| 1Y | +37.7% | +16.1% | +21.5% | +30.9% |
| 3Y | +60.3% | +84.0% | -23.7% | +34.8% |
| 5Y | +135.3% | -35.4% | +170.7% | +118.5% |
| All | +65.0% | +1,024.2% | -959.3% | +12.4% |
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