+101.5%
DG vs ARWR
+1,009.4%
-908.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.8% |
| 7D | -2.5% | -17.9% | +15.5% | -1.6% |
| 30D | +7.7% | -18.9% | +26.6% | +8.7% |
| 3M | +13.1% | -46.0% | +59.1% | +16.5% |
| 6M | +32.0% | -40.3% | +72.4% | +34.9% |
| YTD | +3.3% | -29.0% | +32.3% | +4.4% |
| 1Y | +31.7% | +13.8% | +17.8% | +29.3% |
| 3Y | +21.7% | +74.9% | -53.2% | +14.2% |
| 5Y | -34.7% | -36.2% | +1.5% | -36.6% |
| All | +101.5% | +1,009.4% | -908.0% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling