-1.2%
XRT vs ARWR
+200.0%
-201.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -2.0% |
| 7D | -0.3% | +2.9% | -3.1% | -0.5% |
| 30D | -5.6% | -2.9% | -2.7% | -5.4% |
| 3M | +2.5% | +15.2% | -12.7% | +0.9% |
| 6M | +3.7% | +42.3% | -38.6% | -0.9% |
| YTD | +1.0% | +28.2% | -27.2% | -2.7% |
| 1Y | -1.2% | +213.2% | -214.5% | -14.4% |
| All | -1.2% | +200.0% | -201.2% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling