+200.9%
RRX vs ARWR
+1,024.2%
-823.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | +4.3% | -17.8% | +22.2% | +6.7% |
| 30D | +12.3% | -18.1% | +30.5% | +15.0% |
| 3M | +3.7% | -44.2% | +47.8% | +11.4% |
| 6M | -13.9% | -38.6% | +24.7% | -8.9% |
| YTD | +26.5% | -28.0% | +54.5% | +30.4% |
| 1Y | +29.3% | +16.1% | +13.2% | +24.3% |
| 3Y | +65.6% | +84.0% | -18.4% | +42.7% |
| 5Y | +10.6% | -35.4% | +46.0% | +2.7% |
| All | +200.9% | +1,024.2% | -823.3% | +131.0% |
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