+28.5%
DECK vs ARWR
-23.0%
+51.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +5.3% |
| 7D | +10.4% | +2.4% | +8.0% | +9.9% |
| 30D | +11.1% | -1.1% | +12.2% | +11.2% |
| 3M | -10.8% | -31.2% | +20.4% | -5.1% |
| 6M | -8.7% | -19.3% | +10.6% | -6.4% |
| YTD | -14.0% | -7.1% | -6.9% | -14.6% |
| 1Y | +12.0% | +62.9% | -50.8% | -0.7% |
| 3Y | -10.5% | +119.0% | -129.5% | -32.0% |
| 5Y | +28.5% | -24.4% | +52.9% | +17.6% |
| All | +28.5% | -23.0% | +51.5% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling