+242.4%
DGX vs ARWR
+1,080.6%
-838.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -3.5% | -4.3% | +0.9% | -3.2% |
| 30D | -2.7% | -7.3% | +4.6% | -2.2% |
| 3M | +13.9% | +17.0% | -3.1% | +12.5% |
| 6M | +16.0% | +39.8% | -23.8% | +13.1% |
| YTD | +34.9% | +24.7% | +10.3% | +32.3% |
| 1Y | +30.6% | +186.5% | -155.9% | +20.7% |
| 3Y | +93.0% | +176.8% | -83.8% | +73.4% |
| 5Y | +64.4% | +29.3% | +35.1% | +51.7% |
| All | +242.4% | +1,080.6% | -838.2% | +173.8% |
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