+381.8%
DAL vs ARWR
-11.6%
+393.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.4% | -3.7% |
| 7D | +4.6% | -5.0% | +9.6% | +5.1% |
| 30D | +2.3% | -6.6% | +8.9% | +3.0% |
| 3M | -8.1% | -33.9% | +25.8% | -4.4% |
| 6M | +21.4% | -23.3% | +44.7% | +24.0% |
| YTD | +24.3% | -13.5% | +37.8% | +25.2% |
| 1Y | +47.4% | +42.5% | +4.8% | +40.8% |
| 3Y | +164.6% | +104.1% | +60.5% | +135.2% |
| 5Y | +100.2% | -28.8% | +129.1% | +90.0% |
| 10Y | +124.9% | +911.6% | -786.7% | +56.3% |
| All | +381.8% | -11.6% | +393.4% | +210.1% |
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