+510.2%
RVMD vs ARWR
+11.8%
+498.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -0.8% |
| 7D | -0.7% | -17.9% | +17.2% | +5.6% |
| 30D | -6.4% | -18.9% | +12.5% | +0.2% |
| 3M | -14.1% | -46.0% | +31.9% | +5.5% |
| 6M | +21.0% | -40.3% | +61.4% | +41.6% |
| YTD | +121.4% | -29.0% | +150.4% | +136.9% |
| 1Y | +167.9% | +13.8% | +154.1% | +133.4% |
| 3Y | +794.7% | +74.9% | +719.8% | +448.2% |
| 5Y | +437.2% | -36.2% | +473.4% | +376.9% |
| All | +510.2% | +11.8% | +498.4% | +308.2% |
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