-96.2%
DFNS vs ARWR
-38.7%
-57.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.5% | -14.9% | -15.8% |
| 7D | -12.7% | -17.9% | +5.3% | +0.6% |
| 30D | -65.2% | -18.9% | -46.3% | -59.0% |
| 3M | -94.6% | -46.0% | -48.6% | -91.2% |
| 6M | -96.2% | -40.3% | -55.9% | -93.3% |
| All | -96.2% | -38.7% | -57.6% | -93.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling