+351.3%
DAL vs ARWR
+32.8%
+318.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | -13.9% | -0.7% | -13.3% | -13.9% |
| 3M | +1.1% | +14.9% | -13.8% | -0.6% |
| 6M | +26.2% | +32.6% | -6.4% | +22.2% |
| YTD | +16.4% | +30.0% | -13.6% | +12.7% |
| 1Y | +33.9% | +208.4% | -174.5% | +18.5% |
| 3Y | +93.4% | +208.8% | -115.4% | +64.9% |
| 5Y | +106.4% | +27.8% | +78.5% | +85.4% |
| 10Y | +143.0% | +1,107.6% | -964.6% | +65.2% |
| All | +351.3% | +32.8% | +318.5% | +179.2% |
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