+235.9%
DIA vs ARWR
+1,055.7%
-819.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +0.9% | -17.7% | +18.6% | +2.4% |
| 30D | +1.1% | -21.9% | +23.0% | +3.0% |
| 3M | -2.9% | -44.5% | +41.6% | +1.6% |
| 6M | +5.9% | -32.6% | +38.5% | +8.6% |
| YTD | +9.8% | -26.2% | +36.0% | +11.4% |
| 1Y | +11.7% | +23.0% | -11.2% | +8.2% |
| 3Y | +59.5% | +81.8% | -22.2% | +43.7% |
| 5Y | +57.5% | -36.0% | +93.6% | +49.9% |
| 10Y | +235.9% | +1,039.5% | -803.6% | +169.4% |
| All | +235.9% | +1,055.7% | -819.7% | +169.4% |
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