+165.8%
DLR vs ARWR
+1,075.6%
-909.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +3.4% | +2.9% | +0.5% | +3.2% |
| 30D | -2.2% | -2.9% | +0.7% | -2.0% |
| 3M | +4.7% | +15.2% | -10.5% | +3.3% |
| 6M | +9.0% | +42.3% | -33.3% | +5.6% |
| YTD | +24.1% | +28.2% | -4.1% | +21.0% |
| 1Y | +20.9% | +213.2% | -192.3% | +9.5% |
| 3Y | +60.0% | +184.6% | -124.6% | +41.2% |
| 5Y | +35.3% | +29.2% | +6.0% | +22.5% |
| 10Y | +165.8% | +1,012.5% | -846.8% | +116.4% |
| All | +165.8% | +1,075.6% | -909.8% | +116.4% |
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