+784.1%
DE vs ARWR
+1,021.8%
-237.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.3% | -19.9% | +22.2% | +4.2% |
| 30D | +9.3% | -18.7% | +28.1% | +11.2% |
| 3M | +12.2% | -44.7% | +56.9% | +18.1% |
| 6M | +18.1% | -36.5% | +54.6% | +22.2% |
| YTD | +49.8% | -25.7% | +75.4% | +52.1% |
| 1Y | +46.4% | +18.9% | +27.4% | +41.2% |
| 3Y | +92.5% | +83.1% | +9.4% | +70.3% |
| 5Y | +107.4% | -34.9% | +142.2% | +95.4% |
| 10Y | +784.1% | +1,080.9% | -296.8% | +568.3% |
| All | +784.1% | +1,021.8% | -237.8% | +568.3% |
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