+91.1%
RSG vs ARWR
+25.7%
+65.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.1% |
| 30D | +3.7% | -6.5% | +10.1% | +3.8% |
| 3M | +6.2% | +12.7% | -6.5% | +5.7% |
| 6M | -2.8% | +36.2% | -39.0% | -3.8% |
| YTD | +5.9% | +24.5% | -18.6% | +5.0% |
| 1Y | -1.8% | +198.0% | -199.7% | -5.9% |
| 3Y | +57.5% | +176.4% | -118.9% | +47.9% |
| 5Y | +91.1% | +26.6% | +64.5% | +78.8% |
| All | +91.1% | +25.7% | +65.4% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling