+417.0%
RSG vs ARWR
+1,080.6%
-663.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.8% | -4.3% | +2.5% | -1.6% |
| 30D | +2.8% | -7.3% | +10.1% | +3.0% |
| 3M | +4.3% | +17.0% | -12.7% | +3.6% |
| 6M | -0.5% | +39.8% | -40.3% | -2.0% |
| YTD | +5.2% | +24.7% | -19.4% | +4.0% |
| 1Y | -2.1% | +186.5% | -188.6% | -6.8% |
| 3Y | +56.5% | +176.8% | -120.3% | +46.3% |
| 5Y | +89.5% | +29.3% | +60.2% | +79.9% |
| All | +417.0% | +1,080.6% | -663.6% | +346.9% |
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 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