+448.0%
RSG vs ARWR
+1,024.2%
-576.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.5% | -17.8% | +20.3% | +3.2% |
| 30D | +12.7% | -18.1% | +30.9% | +13.4% |
| 3M | +17.9% | -44.2% | +62.1% | +20.3% |
| 6M | +25.0% | -38.6% | +63.6% | +26.8% |
| YTD | +20.8% | -28.0% | +48.8% | +21.5% |
| 1Y | +24.3% | +16.1% | +8.1% | +22.3% |
| 3Y | +65.3% | +84.0% | -18.7% | +56.0% |
| 5Y | +99.1% | -35.4% | +134.4% | +93.5% |
| All | +448.0% | +1,024.2% | -576.2% | +378.7% |
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