+22.3%
DBX vs ARWR
+1,142.3%
-1,120.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -0.5% | -0.7% | +0.2% | -0.5% |
| 3M | +28.1% | +14.9% | +13.2% | +24.4% |
| 6M | +33.1% | +32.6% | +0.5% | +25.0% |
| YTD | +25.3% | +30.0% | -4.8% | +17.6% |
| 1Y | +18.3% | +208.4% | -190.0% | -5.6% |
| 3Y | +25.0% | +208.8% | -183.8% | -8.4% |
| 5Y | +7.5% | +27.8% | -20.3% | -11.5% |
| All | +22.3% | +1,142.3% | -1,120.0% | -43.4% |
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