+528.0%
XRT vs ARWR
+16.1%
+511.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.8% |
| 7D | +0.9% | -2.9% | +3.8% | +1.1% |
| 30D | +7.9% | -5.4% | +13.3% | +8.4% |
| 3M | -0.2% | -32.2% | +32.1% | +2.9% |
| 6M | +5.6% | -26.5% | +32.1% | +7.7% |
| YTD | +5.7% | -12.4% | +18.1% | +5.9% |
| 1Y | +14.6% | +46.9% | -32.3% | +9.6% |
| 3Y | +50.7% | +116.0% | -65.3% | +35.1% |
| 5Y | -4.8% | -28.0% | +23.1% | -9.4% |
| 10Y | +152.6% | +923.9% | -771.3% | +90.3% |
| All | +528.0% | +16.1% | +511.9% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling