+244.3%
DIA vs ARWR
+1,080.6%
-836.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -3.0% | -4.3% | +1.3% | -2.7% |
| 30D | -3.0% | -7.3% | +4.3% | -2.4% |
| 3M | +4.5% | +17.0% | -12.5% | +2.9% |
| 6M | +9.8% | +39.8% | -30.0% | +6.3% |
| YTD | +9.3% | +24.7% | -15.4% | +6.6% |
| 1Y | +16.0% | +186.5% | -170.5% | +5.1% |
| 3Y | +57.7% | +176.8% | -119.1% | +38.1% |
| 5Y | +63.8% | +29.3% | +34.4% | +47.9% |
| All | +244.3% | +1,080.6% | -836.3% | +170.3% |
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