-12.1%
RVMD vs ARWR
-44.5%
+32.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.6% |
| 7D | -9.5% | -19.9% | +10.4% | -3.1% |
| 30D | -6.8% | -18.7% | +11.9% | -1.3% |
| 3M | -12.1% | -44.7% | +32.6% | +4.3% |
| All | -12.1% | -44.5% | +32.4% | +4.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling