+98.2%
DD vs ARWR
+1,024.2%
-926.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +5.0% | -17.8% | +22.8% | +6.8% |
| 30D | +19.7% | -18.1% | +37.8% | +21.8% |
| 3M | +7.2% | -44.2% | +51.4% | +13.1% |
| 6M | +1.0% | -38.6% | +39.7% | +5.2% |
| YTD | +29.1% | -28.0% | +57.1% | +31.6% |
| 1Y | +28.5% | +16.1% | +12.3% | +24.0% |
| 3Y | +89.4% | +84.0% | +5.5% | +66.7% |
| 5Y | +67.1% | -35.4% | +102.5% | +56.6% |
| All | +98.2% | +1,024.2% | -926.0% | +61.6% |
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