+618.6%
RVMD vs ARWR
+95.9%
+522.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.2% |
| 7D | -0.7% | -3.2% | +2.5% | +0.4% |
| 30D | +0.3% | -6.5% | +6.8% | +2.7% |
| 3M | +38.9% | +12.7% | +26.2% | +31.6% |
| 6M | +108.1% | +36.2% | +71.9% | +81.9% |
| YTD | +160.7% | +24.5% | +136.3% | +131.6% |
| 1Y | +407.3% | +198.0% | +209.3% | +211.2% |
| 3Y | +546.6% | +176.4% | +370.2% | +247.5% |
| 5Y | +579.8% | +26.6% | +553.2% | +377.8% |
| All | +618.6% | +95.9% | +522.7% | +299.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling