+378.3%
DDOG vs ARWR
+68.0%
+310.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.3% | +15.7% | +3.8% |
| 7D | -16.9% | -17.3% | +0.5% | -13.6% |
| 30D | -38.8% | -21.5% | -17.2% | -35.5% |
| 3M | -23.2% | -43.8% | +20.6% | -13.3% |
| 6M | -10.3% | -32.3% | +22.0% | -4.5% |
| YTD | +32.1% | -25.8% | +57.9% | +35.8% |
| 1Y | -6.1% | +25.5% | -31.6% | -16.8% |
| 3Y | +79.2% | +84.1% | -4.9% | +24.9% |
| 5Y | -8.6% | -39.2% | +30.6% | -18.2% |
| All | +378.3% | +68.0% | +310.4% | +97.7% |
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