+1,074.8%
RRC vs ARWR
-98.0%
+1,172.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -2.9% |
| 7D | -10.8% | -2.9% | -7.9% | -10.8% |
| 30D | +22.3% | -5.4% | +27.7% | +22.4% |
| 3M | +26.6% | -32.2% | +58.9% | +27.1% |
| 6M | +18.9% | -26.5% | +45.4% | +19.2% |
| YTD | +39.2% | -12.4% | +51.6% | +39.2% |
| 1Y | +34.0% | +46.9% | -12.9% | +33.2% |
| 3Y | +42.0% | +116.0% | -74.0% | +40.1% |
| 5Y | +111.9% | -28.0% | +139.8% | +110.6% |
| 10Y | +62.8% | +923.9% | -861.2% | +56.9% |
| All | +1,074.8% | -98.0% | +1,172.8% | +892.3% |
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