-34.0%
DG vs ARWR
-28.9%
-5.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.1% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | +9.5% | -5.4% | +14.9% | +9.8% |
| 3M | +5.5% | -32.2% | +37.7% | +7.3% |
| 6M | +16.1% | -26.5% | +42.6% | +17.4% |
| YTD | +2.7% | -12.4% | +15.1% | +2.6% |
| 1Y | +42.1% | +46.9% | -4.8% | +37.7% |
| 3Y | +19.3% | +116.0% | -96.7% | +11.1% |
| All | -34.0% | -28.9% | -5.0% | -40.1% |
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