+47.3%
DLR vs ARWR
+105.6%
-58.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -3.6% | -2.9% | -0.7% | -3.3% |
| 30D | -3.5% | -5.4% | +1.9% | -3.0% |
| 3M | -8.9% | -32.2% | +23.3% | -6.1% |
| 6M | -11.6% | -26.5% | +14.9% | -9.8% |
| YTD | +14.9% | -12.4% | +27.3% | +15.0% |
| 1Y | +6.4% | +46.9% | -40.4% | +1.1% |
| 3Y | +47.3% | +116.0% | -68.7% | +30.8% |
| All | +47.3% | +105.6% | -58.3% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling