+66.3%
RSP vs ARWR
+85.8%
-19.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.3% | -19.9% | +19.6% | +1.4% |
| 30D | +4.4% | -18.7% | +23.2% | +6.0% |
| 3M | +1.3% | -44.7% | +46.0% | +6.0% |
| 6M | +10.0% | -36.5% | +46.5% | +13.4% |
| YTD | +17.6% | -25.7% | +43.3% | +19.1% |
| 1Y | +19.2% | +18.9% | +0.3% | +15.1% |
| All | +66.3% | +85.8% | -19.5% | +45.7% |
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