+132.2%
XRT vs ARWR
+1,009.4%
-877.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -1.3% |
| 7D | -0.4% | -17.9% | +17.5% | +1.8% |
| 30D | +7.5% | -18.9% | +26.4% | +10.1% |
| 3M | +2.3% | -46.0% | +48.3% | +10.0% |
| 6M | +12.8% | -40.3% | +53.2% | +19.1% |
| YTD | +7.1% | -29.0% | +36.0% | +9.9% |
| 1Y | +12.3% | +13.8% | -1.6% | +7.7% |
| 3Y | +57.0% | +74.9% | -17.9% | +35.0% |
| 5Y | -4.3% | -36.2% | +31.9% | -10.8% |
| All | +132.2% | +1,009.4% | -877.2% | +72.0% |
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