-4.5%
DASH vs ARWR
-28.3%
+23.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.3% | +16.1% | +4.9% |
| 7D | -4.8% | -17.3% | +12.5% | -0.1% |
| 30D | -7.9% | -21.5% | +13.6% | -2.1% |
| 3M | -16.3% | -43.8% | +27.5% | -3.1% |
| 6M | +10.4% | -32.3% | +42.6% | +19.2% |
| YTD | -20.1% | -25.8% | +5.7% | -16.8% |
| 1Y | -11.4% | +25.5% | -36.9% | -22.5% |
| 3Y | +114.1% | +84.1% | +29.9% | +40.6% |
| 5Y | -5.8% | -39.2% | +33.5% | -13.1% |
| All | -4.5% | -28.3% | +23.8% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling