+1,129.1%
DIA vs ARWR
+165.7%
+963.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | +1.7% | -1.9% | -0.2% |
| 30D | -1.5% | -0.7% | -0.9% | -1.5% |
| 3M | +3.8% | +14.9% | -11.1% | +3.7% |
| 6M | +10.3% | +32.6% | -22.4% | +10.0% |
| YTD | +12.1% | +30.0% | -18.0% | +11.9% |
| 1Y | +18.6% | +208.4% | -189.7% | +17.7% |
| 3Y | +60.6% | +208.8% | -148.2% | +59.0% |
| 5Y | +64.4% | +27.8% | +36.6% | +63.2% |
| 10Y | +250.1% | +1,107.6% | -857.5% | +243.0% |
| All | +1,129.1% | +165.7% | +963.4% | +1,075.8% |
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 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