+863.5%
DE vs ARWR
+978.7%
-115.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -3.0% | -3.2% | +0.2% | -2.7% |
| 30D | +11.1% | -6.5% | +17.6% | +11.8% |
| 3M | +17.6% | +12.7% | +4.9% | +16.0% |
| 6M | +13.6% | +36.2% | -22.6% | +9.8% |
| YTD | +46.3% | +24.5% | +21.8% | +42.2% |
| 1Y | +44.2% | +198.0% | -153.8% | +28.0% |
| 3Y | +76.6% | +176.4% | -99.8% | +51.3% |
| 5Y | +98.2% | +26.6% | +71.7% | +76.4% |
| 10Y | +863.5% | +1,054.1% | -190.5% | +617.9% |
| All | +863.5% | +978.7% | -115.2% | +617.9% |
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