+11,142.5%
DE vs ARWR
-97.0%
+11,239.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +10.0% | +1.7% | +8.3% | +10.0% |
| 30D | +13.3% | -0.7% | +14.0% | +13.3% |
| 3M | +17.5% | +14.9% | +2.6% | +17.4% |
| 6M | +13.6% | +32.6% | -19.1% | +13.3% |
| YTD | +49.8% | +30.0% | +19.7% | +49.4% |
| 1Y | +47.9% | +208.4% | -160.5% | +46.5% |
| 3Y | +72.5% | +208.8% | -136.3% | +70.5% |
| 5Y | +90.2% | +27.8% | +62.4% | +88.6% |
| 10Y | +865.4% | +1,107.6% | -242.2% | +838.2% |
| All | +11,142.5% | -97.0% | +11,239.5% | +10,065.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling