+152.6%
XRT vs ARWR
+921.6%
-769.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.0% | +5.6% |
| 7D | +2.5% | -17.3% | +19.8% | +4.7% |
| 30D | +10.3% | -21.5% | +31.9% | +13.4% |
| 3M | +2.4% | -43.8% | +46.2% | +9.5% |
| 6M | +10.0% | -32.3% | +42.2% | +14.2% |
| YTD | +9.5% | -25.8% | +35.4% | +11.8% |
| 1Y | +17.2% | +25.5% | -8.4% | +11.0% |
| 3Y | +62.0% | +84.1% | -22.2% | +38.3% |
| 5Y | -2.1% | -39.2% | +37.1% | -8.4% |
| 10Y | +152.6% | +1,072.4% | -919.8% | +85.9% |
| All | +152.6% | +921.6% | -769.0% | +85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling