+553.9%
RVMD vs ARWR
+185.4%
+368.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +1.0% | +1.7% | -0.7% | +0.6% |
| 30D | +6.4% | -0.7% | +7.1% | +6.6% |
| 3M | +34.9% | +14.9% | +20.0% | +30.1% |
| 6M | +107.6% | +32.6% | +74.9% | +92.5% |
| YTD | +163.7% | +30.0% | +133.6% | +143.1% |
| 1Y | +439.2% | +208.4% | +230.8% | +287.1% |
| All | +553.9% | +185.4% | +368.4% | +292.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling