-98.3%
DFNS vs ARWR
+200.0%
-298.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | +0.8% | +2.9% | -2.1% | -0.4% |
| 30D | -73.2% | -2.9% | -70.3% | -72.9% |
| 3M | -72.4% | +15.2% | -87.7% | -73.4% |
| 6M | -95.2% | +42.3% | -137.5% | -95.9% |
| YTD | -98.0% | +28.2% | -126.2% | -98.2% |
| 1Y | -98.3% | +213.2% | -311.5% | -99.0% |
| All | -98.3% | +200.0% | -298.3% | -99.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling