+391.2%
DDOG vs ARWR
+60.9%
+330.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.1% |
| 7D | +5.6% | -17.9% | +23.6% | +10.1% |
| 30D | -34.9% | -18.9% | -16.0% | -32.0% |
| 3M | -23.4% | -46.0% | +22.5% | -12.8% |
| 6M | -7.7% | -40.3% | +32.6% | +1.3% |
| YTD | +35.6% | -29.0% | +64.6% | +40.9% |
| 1Y | -3.4% | +13.8% | -17.2% | -12.3% |
| 3Y | +78.0% | +74.9% | +3.1% | +25.5% |
| 5Y | -4.4% | -36.2% | +31.8% | -15.2% |
| All | +391.2% | +60.9% | +330.4% | +105.0% |
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