+1,994.5%
RSG vs ARWR
+165.7%
+1,828.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +0.3% | +1.7% | -1.4% | +0.3% |
| 30D | +7.6% | -0.7% | +8.2% | +7.6% |
| 3M | +7.4% | +14.9% | -7.4% | +7.4% |
| 6M | -3.3% | +32.6% | -35.9% | -3.4% |
| YTD | +6.0% | +30.0% | -24.0% | +5.8% |
| 1Y | -3.7% | +208.4% | -212.0% | -4.2% |
| 3Y | +59.1% | +208.8% | -149.7% | +57.9% |
| 5Y | +89.0% | +27.8% | +61.2% | +88.0% |
| 10Y | +412.5% | +1,107.6% | -695.0% | +403.6% |
| All | +1,994.5% | +165.7% | +1,828.8% | +1,923.8% |
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 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