+513.3%
XRT vs ARWR
+72.3%
+441.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | -4.2% | -0.7% | -3.5% | -4.2% |
| 3M | +5.1% | +14.9% | -9.8% | +3.6% |
| 6M | +2.4% | +32.6% | -30.2% | -0.5% |
| YTD | +3.2% | +30.0% | -26.9% | +0.2% |
| 1Y | +1.5% | +208.4% | -206.8% | -8.7% |
| 3Y | +40.6% | +208.8% | -168.2% | +22.4% |
| 5Y | -1.0% | +27.8% | -28.8% | -9.7% |
| 10Y | +128.4% | +1,107.6% | -979.1% | +68.8% |
| All | +513.3% | +72.3% | +441.0% | +352.6% |
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