+19.6%
RRX vs ARWR
+29.5%
-10.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.8% |
| 7D | +4.3% | +2.9% | +1.4% | +3.7% |
| 30D | -8.0% | -2.9% | -5.1% | -7.5% |
| 3M | -22.0% | +15.2% | -37.2% | -24.5% |
| 6M | -11.9% | +42.3% | -54.2% | -18.5% |
| YTD | +17.1% | +28.2% | -11.1% | +10.1% |
| 1Y | +14.9% | +213.2% | -198.4% | -11.0% |
| 3Y | +6.9% | +184.6% | -177.8% | -23.1% |
| 5Y | +19.6% | +29.2% | -9.7% | -8.8% |
| All | +19.6% | +29.5% | -10.0% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling