+4.8%
DASH vs ARWR
-10.2%
+15.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.8% | +7.4% |
| 7D | +17.2% | +2.4% | +14.8% | +16.5% |
| 30D | +3.6% | -1.1% | +4.7% | +3.8% |
| 3M | -1.9% | -31.2% | +29.3% | +7.9% |
| 6M | +15.1% | -19.3% | +34.4% | +19.0% |
| YTD | -12.3% | -7.1% | -5.2% | -13.8% |
| 1Y | -17.2% | +62.9% | -80.1% | -32.3% |
| 3Y | +114.7% | +119.0% | -4.3% | +36.3% |
| 5Y | -4.3% | -24.4% | +20.1% | -16.5% |
| All | +4.8% | -10.2% | +15.0% | -20.7% |
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