+2,287.0%
RSG vs ARWR
+47.0%
+2,240.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +2.5% | -17.8% | +20.3% | +2.6% |
| 30D | +12.7% | -18.1% | +30.9% | +12.8% |
| 3M | +17.9% | -44.2% | +62.1% | +18.2% |
| 6M | +25.0% | -38.6% | +63.6% | +25.2% |
| YTD | +20.8% | -28.0% | +48.8% | +20.9% |
| 1Y | +24.3% | +16.1% | +8.1% | +24.1% |
| 3Y | +65.3% | +84.0% | -18.7% | +64.3% |
| 5Y | +99.1% | -35.4% | +134.4% | +98.5% |
| 10Y | +452.4% | +1,043.1% | -590.7% | +443.4% |
| All | +2,287.0% | +47.0% | +2,240.0% | +2,211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling