+626.7%
RVMD vs ARWR
+104.7%
+522.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | +6.4% | -0.7% | +7.1% | +6.7% |
| 3M | +34.9% | +14.9% | +20.0% | +27.0% |
| 6M | +107.6% | +32.6% | +74.9% | +83.1% |
| YTD | +163.7% | +30.0% | +133.6% | +130.6% |
| 1Y | +439.2% | +208.4% | +230.8% | +226.5% |
| 3Y | +499.2% | +208.8% | +290.4% | +206.9% |
| 5Y | +621.7% | +27.8% | +593.9% | +405.1% |
| All | +626.7% | +104.7% | +522.0% | +297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling