-100.0%
DFNS vs ARWR
+105.6%
-205.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.2% | -13.4% | -12.1% |
| 7D | -44.0% | -2.9% | -41.1% | -44.1% |
| 30D | -69.1% | -5.4% | -63.7% | -69.3% |
| 3M | -95.6% | -32.2% | -63.4% | -95.8% |
| 6M | -96.2% | -26.5% | -69.7% | -96.3% |
| YTD | -99.6% | -12.4% | -87.2% | -99.6% |
| 1Y | -99.7% | +46.9% | -146.6% | -99.7% |
| 3Y | -100.0% | +116.0% | -215.9% | -100.0% |
| All | -100.0% | +105.6% | -205.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling