+100.2%
DAL vs ARWR
-29.8%
+130.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.4% | -3.0% |
| 7D | +4.6% | -5.0% | +9.6% | +5.7% |
| 30D | +2.3% | -6.6% | +8.9% | +3.7% |
| 3M | -8.1% | -33.9% | +25.8% | -0.6% |
| 6M | +21.4% | -23.3% | +44.7% | +26.4% |
| YTD | +24.3% | -13.5% | +37.8% | +25.6% |
| 1Y | +47.4% | +42.5% | +4.8% | +33.5% |
| 3Y | +164.6% | +104.1% | +60.5% | +100.3% |
| 5Y | +100.2% | -28.8% | +129.1% | +75.3% |
| All | +100.2% | -29.8% | +130.0% | +75.3% |
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