-6.4%
DDOG vs ARWR
-28.9%
+22.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.2% |
| 7D | -23.9% | -2.9% | -21.0% | -23.4% |
| 30D | -34.0% | -5.4% | -28.6% | -33.1% |
| 3M | -21.9% | -32.2% | +10.3% | -14.9% |
| 6M | +24.6% | -26.5% | +51.1% | +30.8% |
| YTD | +31.7% | -12.4% | +44.1% | +30.5% |
| 1Y | -6.2% | +46.9% | -53.0% | -21.0% |
| 3Y | +125.1% | +116.0% | +9.1% | +41.0% |
| All | -6.4% | -28.9% | +22.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling