+24.3%
DECK vs ARWR
-29.8%
+54.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -0.3% |
| 7D | +6.0% | -5.0% | +11.0% | +7.0% |
| 30D | +7.4% | -6.6% | +14.1% | +8.7% |
| 3M | -11.7% | -33.9% | +22.2% | -5.4% |
| 6M | -11.0% | -23.3% | +12.4% | -7.9% |
| YTD | -15.4% | -13.5% | -1.9% | -14.9% |
| 1Y | +7.2% | +42.5% | -35.3% | -2.6% |
| 3Y | -11.8% | +104.1% | -116.0% | -32.2% |
| 5Y | +24.3% | -28.8% | +53.2% | +15.1% |
| All | +24.3% | -29.8% | +54.1% | +15.1% |
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