+220.4%
RRX vs ARWR
+978.7%
-758.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -8.0% | -6.5% | -1.5% | -7.2% |
| 3M | -25.1% | +12.7% | -37.7% | -26.4% |
| 6M | -18.3% | +36.2% | -54.5% | -21.8% |
| YTD | +14.2% | +24.5% | -10.3% | +10.2% |
| 1Y | +13.0% | +198.0% | -184.9% | -3.2% |
| 3Y | +4.2% | +176.4% | -172.2% | -14.3% |
| 5Y | +17.9% | +26.6% | -8.7% | +1.4% |
| 10Y | +220.4% | +1,054.1% | -833.6% | +137.5% |
| All | +220.4% | +978.7% | -758.3% | +137.5% |
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