+10,929.8%
DE vs ARWR
-98.4%
+11,028.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.8% |
| 7D | +2.3% | -17.9% | +20.3% | +2.5% |
| 30D | +4.4% | -18.9% | +23.3% | +4.6% |
| 3M | +9.8% | -46.0% | +55.7% | +10.2% |
| 6M | +15.8% | -40.3% | +56.1% | +16.2% |
| YTD | +47.0% | -29.0% | +75.9% | +47.2% |
| 1Y | +42.8% | +13.8% | +29.0% | +42.5% |
| 3Y | +88.9% | +74.9% | +14.0% | +87.4% |
| 5Y | +101.9% | -36.2% | +138.1% | +101.1% |
| 10Y | +767.5% | +1,028.0% | -260.5% | +744.8% |
| All | +10,929.8% | -98.4% | +11,028.2% | +9,914.6% |
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