-4.9%
XRT vs ARWR
-35.7%
+30.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -1.1% |
| 7D | -0.4% | -17.9% | +17.5% | +2.6% |
| 30D | +7.5% | -18.9% | +26.4% | +11.0% |
| 3M | +2.3% | -46.0% | +48.3% | +13.0% |
| 6M | +12.8% | -40.3% | +53.2% | +21.5% |
| YTD | +7.1% | -29.0% | +36.0% | +10.6% |
| 1Y | +12.3% | +13.8% | -1.6% | +5.0% |
| 3Y | +57.0% | +74.9% | -17.9% | +22.5% |
| All | -4.9% | -35.7% | +30.9% | -13.8% |
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