+10.4%
DBX vs ARWR
+28.5%
-18.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | -0.5% | -0.7% | +0.2% | -0.5% |
| 3M | +28.1% | +14.9% | +13.2% | +25.1% |
| 6M | +33.1% | +32.6% | +0.5% | +26.2% |
| YTD | +25.3% | +30.0% | -4.8% | +18.7% |
| 1Y | +18.3% | +208.4% | -190.0% | -3.8% |
| 3Y | +25.0% | +208.8% | -183.8% | -7.0% |
| All | +10.4% | +28.5% | -18.1% | -3.8% |
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