-3.0%
RSG vs ARWR
+188.7%
-191.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.8% |
| 7D | 0.0% | -4.0% | +4.1% | -0.2% |
| 30D | +4.0% | -5.0% | +9.0% | +3.7% |
| 3M | +7.4% | +11.3% | -4.0% | +8.1% |
| 6M | +0.1% | +42.6% | -42.5% | +2.0% |
| YTD | +6.0% | +24.8% | -18.8% | +7.5% |
| 1Y | -3.0% | +178.8% | -181.7% | -1.2% |
| All | -3.0% | +188.7% | -191.6% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling