-39.2%
UUUU vs ARWR
-38.4%
-0.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.5% |
| 7D | +1.4% | -17.9% | +19.3% | +5.6% |
| 30D | -27.9% | -18.9% | -9.1% | -24.7% |
| 3M | -53.8% | -46.0% | -7.9% | -46.7% |
| 6M | -68.1% | -40.3% | -27.8% | -64.3% |
| YTD | -54.1% | -29.0% | -25.1% | -51.0% |
| 1Y | -57.8% | +13.8% | -71.6% | -60.2% |
| 3Y | -15.4% | +74.9% | -90.3% | -39.0% |
| 5Y | -39.2% | -36.2% | -3.0% | -37.4% |
| All | -39.2% | -38.4% | -0.9% | -37.4% |
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 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