+107.3%
DG vs ARWR
+1,075.6%
-968.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.9% |
| 7D | -2.5% | +2.9% | -5.3% | -2.6% |
| 30D | +1.0% | -2.9% | +3.9% | +1.1% |
| 3M | +20.3% | +15.2% | +5.1% | +19.2% |
| 6M | -11.7% | +42.3% | -54.0% | -13.6% |
| YTD | -2.3% | +28.2% | -30.5% | -4.0% |
| 1Y | +20.0% | +213.2% | -193.2% | +12.4% |
| 3Y | +7.2% | +184.6% | -177.4% | -1.2% |
| 5Y | -37.9% | +29.2% | -67.2% | -41.6% |
| 10Y | +107.3% | +1,012.5% | -905.2% | +57.8% |
| All | +107.3% | +1,075.6% | -968.3% | +57.8% |
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