+111.8%
DG vs ARWR
+1,055.7%
-943.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +5.2% | -17.7% | +22.9% | +6.2% |
| 30D | +7.9% | -21.9% | +29.8% | +9.2% |
| 3M | +12.7% | -44.5% | +57.2% | +15.9% |
| 6M | +22.4% | -32.6% | +55.0% | +24.3% |
| YTD | +5.4% | -26.2% | +31.6% | +6.3% |
| 1Y | +39.4% | +23.0% | +16.4% | +36.4% |
| 3Y | +24.1% | +81.8% | -57.6% | +16.3% |
| 5Y | -32.2% | -36.0% | +3.9% | -34.1% |
| 10Y | +111.8% | +1,039.5% | -927.7% | +67.7% |
| All | +111.8% | +1,055.7% | -943.9% | +67.7% |
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