+464.0%
RVMD vs ARWR
-36.3%
+500.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.7% |
| 7D | -9.5% | -19.9% | +10.4% | -2.7% |
| 30D | -6.8% | -18.7% | +11.9% | -0.2% |
| 3M | -12.1% | -44.7% | +32.6% | +7.2% |
| 6M | +25.4% | -36.5% | +61.9% | +43.6% |
| YTD | +126.9% | -25.7% | +152.5% | +138.6% |
| 1Y | +182.0% | +18.9% | +163.1% | +139.5% |
| 3Y | +816.8% | +83.1% | +733.7% | +423.8% |
| 5Y | +464.0% | -34.9% | +498.8% | +423.7% |
| All | +464.0% | -36.3% | +500.3% | +423.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling