+23.2%
DBX vs ARWR
-28.9%
+52.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | -4.4% | -2.9% | -1.5% | -4.1% |
| 30D | +4.8% | -5.4% | +10.2% | +5.3% |
| 3M | +0.3% | -32.2% | +32.6% | +4.4% |
| 6M | +40.4% | -26.5% | +66.9% | +43.3% |
| YTD | +24.7% | -12.4% | +37.1% | +23.2% |
| 1Y | +20.9% | +46.9% | -26.0% | +9.2% |
| 3Y | +34.5% | +116.0% | -81.5% | +4.2% |
| All | +23.2% | -28.9% | +52.1% | +15.8% |
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