+98.5%
DD vs ARWR
+921.6%
-823.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -15.3% | +21.2% | +7.4% |
| 7D | +9.8% | -17.3% | +27.1% | +11.6% |
| 30D | +19.3% | -21.5% | +40.9% | +22.0% |
| 3M | +9.4% | -43.8% | +53.2% | +15.4% |
| 6M | +4.8% | -32.3% | +37.1% | +8.0% |
| YTD | +30.2% | -25.8% | +56.1% | +32.4% |
| 1Y | +32.2% | +25.5% | +6.7% | +26.6% |
| 3Y | +93.1% | +84.1% | +9.0% | +69.8% |
| 5Y | +68.0% | -39.2% | +107.2% | +58.1% |
| 10Y | +98.5% | +1,072.4% | -973.9% | +61.7% |
| All | +98.5% | +921.6% | -823.1% | +61.7% |
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