+61.0%
RSP vs ARWR
+105.6%
-44.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | +2.6% | -5.4% | +8.0% | +3.0% |
| 3M | -0.8% | -32.2% | +31.5% | +2.3% |
| 6M | +6.3% | -26.5% | +32.8% | +8.4% |
| YTD | +14.1% | -12.4% | +26.5% | +14.2% |
| 1Y | +18.0% | +46.9% | -28.9% | +12.1% |
| 3Y | +61.0% | +116.0% | -54.9% | +39.5% |
| All | +61.0% | +105.6% | -44.6% | +39.5% |
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