+18.9%
RRC vs ARWR
-22.7%
+41.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.0% |
| 7D | -10.8% | -2.9% | -7.9% | -10.7% |
| 30D | +22.3% | -5.4% | +27.7% | +22.6% |
| 3M | +26.6% | -32.2% | +58.9% | +28.5% |
| 6M | +18.9% | -26.5% | +45.4% | +21.1% |
| All | +18.9% | -22.7% | +41.6% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling