-100.0%
DFNS vs ARWR
-35.7%
-64.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.5% | -14.9% | -19.6% |
| 7D | -12.7% | -17.9% | +5.3% | -13.5% |
| 30D | -65.2% | -18.9% | -46.3% | -65.6% |
| 3M | -94.6% | -46.0% | -48.6% | -94.8% |
| 6M | -96.2% | -40.3% | -55.9% | -96.4% |
| YTD | -99.6% | -29.0% | -70.6% | -99.6% |
| 1Y | -99.7% | +13.8% | -113.5% | -99.7% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| All | -100.0% | -35.7% | -64.2% | -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 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