+2,641.8%
RRX vs ARWR
-98.3%
+2,740.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -15.3% | +22.3% | +7.0% |
| 7D | +12.3% | -17.3% | +29.7% | +12.5% |
| 30D | +9.5% | -21.5% | +31.1% | +9.7% |
| 3M | +1.8% | -43.8% | +45.6% | +2.1% |
| 6M | -15.3% | -32.3% | +16.9% | -15.2% |
| YTD | +29.6% | -25.8% | +55.4% | +29.8% |
| 1Y | +34.1% | +25.5% | +8.6% | +33.8% |
| 3Y | +74.0% | +84.1% | -10.1% | +72.9% |
| 5Y | +14.7% | -39.2% | +53.9% | +14.4% |
| 10Y | +229.4% | +1,072.4% | -843.0% | +224.0% |
| All | +2,641.8% | -98.3% | +2,740.1% | +2,596.9% |
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