-8.9%
DASH vs ARWR
-31.3%
+22.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.0% |
| 7D | -4.1% | -17.9% | +13.9% | +0.7% |
| 30D | -10.6% | -18.9% | +8.3% | -5.8% |
| 3M | -18.8% | -46.0% | +27.2% | -4.9% |
| 6M | +11.2% | -40.3% | +51.6% | +24.7% |
| YTD | -23.8% | -29.0% | +5.2% | -19.7% |
| 1Y | -12.2% | +13.8% | -26.0% | -20.9% |
| 3Y | +97.3% | +74.9% | +22.4% | +31.6% |
| 5Y | -29.8% | -36.2% | +6.4% | -36.1% |
| All | -8.9% | -31.3% | +22.4% | -26.2% |
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 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