+68.2%
DD vs ARWR
+1,075.6%
-1,007.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | -7.4% | -2.9% | -4.5% | -7.2% |
| 3M | -6.4% | +15.2% | -21.7% | -8.0% |
| 6M | -2.5% | +42.3% | -44.8% | -6.4% |
| YTD | +10.2% | +28.2% | -18.0% | +6.7% |
| 1Y | +36.9% | +213.2% | -176.3% | +20.2% |
| 3Y | +47.0% | +184.6% | -137.6% | +24.6% |
| 5Y | +63.1% | +29.2% | +33.9% | +43.8% |
| 10Y | +68.2% | +1,012.5% | -944.4% | +31.3% |
| All | +68.2% | +1,075.6% | -1,007.4% | +31.3% |
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