+589.6%
DG vs ARWR
+742.9%
-153.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.1% |
| 7D | +1.1% | -2.9% | +4.0% | +1.2% |
| 30D | +9.5% | -5.4% | +14.9% | +9.7% |
| 3M | +5.5% | -32.2% | +37.7% | +6.7% |
| 6M | +16.1% | -26.5% | +42.6% | +17.0% |
| YTD | +2.7% | -12.4% | +15.1% | +2.7% |
| 1Y | +42.1% | +46.9% | -4.8% | +39.5% |
| 3Y | +19.3% | +116.0% | -96.7% | +14.1% |
| 5Y | -35.3% | -28.0% | -7.4% | -36.8% |
| 10Y | +123.9% | +923.9% | -800.0% | +99.0% |
| All | +589.6% | +742.9% | -153.3% | +532.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling