+133.2%
XRT vs ARWR
+1,024.2%
-891.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +1.7% | -17.8% | +19.6% | +4.0% |
| 30D | +7.5% | -18.1% | +25.6% | +9.9% |
| 3M | +2.2% | -44.2% | +46.4% | +9.4% |
| 6M | +14.7% | -38.6% | +53.3% | +20.6% |
| YTD | +7.5% | -28.0% | +35.5% | +10.1% |
| 1Y | +14.1% | +16.1% | -2.0% | +9.2% |
| 3Y | +58.8% | +84.0% | -25.2% | +35.6% |
| 5Y | -3.9% | -35.4% | +31.5% | -10.6% |
| All | +133.2% | +1,024.2% | -891.0% | +72.5% |
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 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