+18.7%
DBX vs ARWR
+1,124.6%
-1,105.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.7% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | -2.9% | -2.9% | 0.0% | -2.5% |
| 3M | +23.8% | +15.2% | +8.6% | +20.3% |
| 6M | +26.2% | +42.3% | -16.1% | +17.3% |
| YTD | +21.6% | +28.2% | -6.6% | +14.4% |
| 1Y | +11.4% | +213.2% | -201.8% | -11.4% |
| 3Y | +21.3% | +184.6% | -163.4% | -9.7% |
| 5Y | +6.7% | +29.2% | -22.6% | -12.4% |
| All | +18.7% | +1,124.6% | -1,105.9% | -44.9% |
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