+94.7%
DE vs ARWR
+85.8%
+9.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.3% | -19.9% | +22.2% | +4.1% |
| 30D | +9.3% | -18.7% | +28.1% | +11.1% |
| 3M | +12.2% | -44.7% | +56.9% | +17.8% |
| 6M | +18.1% | -36.5% | +54.6% | +22.0% |
| YTD | +49.8% | -25.7% | +75.4% | +51.9% |
| 1Y | +46.4% | +18.9% | +27.4% | +41.1% |
| All | +94.7% | +85.8% | +9.0% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling