+1,127.7%
RSP vs ARWR
+785.5%
+342.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.8% | +1.7% | -2.4% | -0.8% |
| 30D | -0.3% | -0.7% | +0.3% | -0.3% |
| 3M | +4.3% | +14.9% | -10.6% | +3.7% |
| 6M | +8.8% | +32.6% | -23.8% | +7.6% |
| YTD | +15.3% | +30.0% | -14.8% | +14.0% |
| 1Y | +18.3% | +208.4% | -190.1% | +13.6% |
| 3Y | +52.8% | +208.8% | -156.0% | +45.0% |
| 5Y | +51.7% | +27.8% | +23.9% | +46.2% |
| 10Y | +208.5% | +1,107.6% | -899.1% | +174.9% |
| All | +1,127.7% | +785.5% | +342.2% | +964.8% |
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