+157.5%
RY vs ARWR
+105.6%
+52.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | -0.9% | -2.9% | +2.0% | -0.7% |
| 30D | +5.9% | -5.4% | +11.3% | +6.2% |
| 3M | -4.3% | -32.2% | +28.0% | -2.2% |
| 6M | +12.1% | -26.5% | +38.6% | +13.7% |
| YTD | +20.3% | -12.4% | +32.7% | +20.3% |
| 1Y | +41.0% | +46.9% | -5.9% | +36.3% |
| 3Y | +157.5% | +116.0% | +41.6% | +136.4% |
| All | +157.5% | +105.6% | +52.0% | +136.4% |
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