+7.4%
DASH vs ARWR
+28.5%
-21.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -10.6% | +1.7% | -12.2% | -11.0% |
| 30D | +2.2% | -0.7% | +2.8% | +2.2% |
| 3M | +32.3% | +14.9% | +17.4% | +25.6% |
| 6M | +19.1% | +32.6% | -13.5% | +7.7% |
| YTD | -6.5% | +30.0% | -36.6% | -15.5% |
| 1Y | -14.9% | +208.4% | -223.2% | -41.6% |
| 3Y | +151.9% | +208.8% | -56.9% | +45.6% |
| All | +7.4% | +28.5% | -21.1% | -20.1% |
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 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