-7.0%
DASH vs ARWR
-28.9%
+21.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.5% |
| 7D | +0.4% | -2.9% | +3.3% | +1.3% |
| 30D | -6.0% | -5.4% | -0.6% | -4.6% |
| 3M | -15.8% | -32.2% | +16.5% | -7.1% |
| 6M | +7.0% | -26.5% | +33.5% | +13.5% |
| YTD | -20.7% | -12.4% | -8.3% | -20.7% |
| 1Y | -8.5% | +46.9% | -55.4% | -22.7% |
| 3Y | +101.8% | +116.0% | -14.2% | +27.8% |
| All | -7.0% | -28.9% | +21.9% | -21.0% |
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