+9,121.4%
DECK vs ARWR
-97.0%
+9,218.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | -2.2% | +1.7% | -3.9% | -2.2% |
| 30D | -13.6% | -0.7% | -12.9% | -13.6% |
| 3M | -21.2% | +14.9% | -36.1% | -21.3% |
| 6M | -21.1% | +32.6% | -53.7% | -21.2% |
| YTD | -17.2% | +30.0% | -47.3% | -17.3% |
| 1Y | -30.7% | +208.4% | -239.1% | -31.1% |
| 3Y | -3.4% | +208.8% | -212.2% | -4.0% |
| 5Y | +25.5% | +27.8% | -2.3% | +24.9% |
| 10Y | +714.7% | +1,107.6% | -392.9% | +707.2% |
| All | +9,121.4% | -97.0% | +9,218.4% | +10,433.4% |
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