+11,140.4%
DE vs ARWR
-98.3%
+11,238.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +2.3% | -19.9% | +22.2% | +2.4% |
| 30D | +9.3% | -18.7% | +28.1% | +9.5% |
| 3M | +12.2% | -44.7% | +56.9% | +12.7% |
| 6M | +18.1% | -36.5% | +54.6% | +18.4% |
| YTD | +49.8% | -25.7% | +75.4% | +50.0% |
| 1Y | +46.4% | +18.9% | +27.4% | +46.0% |
| 3Y | +92.5% | +83.1% | +9.4% | +90.9% |
| 5Y | +107.4% | -34.9% | +142.2% | +106.6% |
| 10Y | +784.1% | +1,080.9% | -296.8% | +760.7% |
| All | +11,140.4% | -98.3% | +11,238.7% | +10,102.4% |
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