+1,077.9%
RRC vs ARWR
-98.3%
+1,176.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.3% | +15.6% | +0.4% |
| 7D | -10.3% | -17.3% | +7.0% | -10.2% |
| 30D | +19.5% | -21.5% | +41.0% | +19.7% |
| 3M | +27.9% | -43.8% | +71.7% | +28.6% |
| 6M | +21.2% | -32.3% | +53.4% | +21.5% |
| YTD | +39.6% | -25.8% | +65.4% | +39.8% |
| 1Y | +31.3% | +25.5% | +5.8% | +30.7% |
| 3Y | +51.9% | +84.1% | -32.2% | +50.1% |
| 5Y | +110.2% | -39.2% | +149.4% | +109.2% |
| 10Y | +56.7% | +1,072.4% | -1,015.7% | +51.0% |
| All | +1,077.9% | -98.3% | +1,176.2% | +896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling