+167.9%
RVMD vs ARWR
+12.4%
+155.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.5% | +2.1% | -1.9% |
| 7D | -0.7% | -17.9% | +17.2% | +1.2% |
| 30D | -6.4% | -18.9% | +12.5% | -4.2% |
| 3M | -14.1% | -46.0% | +31.9% | -9.2% |
| 6M | +21.0% | -40.3% | +61.4% | +26.7% |
| YTD | +121.4% | -29.0% | +150.4% | +128.9% |
| 1Y | +167.9% | +13.8% | +154.1% | +167.3% |
| All | +167.9% | +12.4% | +155.5% | +167.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling