+65.3%
RSG vs ARWR
+79.8%
-14.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +2.5% | -17.8% | +20.3% | +2.5% |
| 30D | +12.7% | -18.1% | +30.9% | +12.7% |
| 3M | +17.9% | -44.2% | +62.1% | +18.0% |
| 6M | +25.0% | -38.6% | +63.6% | +25.1% |
| YTD | +20.8% | -28.0% | +48.8% | +20.8% |
| 1Y | +24.3% | +16.1% | +8.1% | +23.3% |
| 3Y | +65.3% | +84.0% | -18.7% | +59.9% |
| All | +65.3% | +79.8% | -14.6% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling