+3,595.7%
DLR vs ARWR
+232.1%
+3,363.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.6% | +1.7% | -0.1% | +1.5% |
| 30D | -3.4% | -0.7% | -2.7% | -3.3% |
| 3M | +0.5% | +14.9% | -14.4% | -0.3% |
| 6M | +4.6% | +32.6% | -28.1% | +2.9% |
| YTD | +23.4% | +30.0% | -6.6% | +21.4% |
| 1Y | +19.0% | +208.4% | -189.3% | +12.0% |
| 3Y | +56.5% | +208.8% | -152.3% | +44.5% |
| 5Y | +33.3% | +27.8% | +5.5% | +25.9% |
| 10Y | +165.1% | +1,107.6% | -942.4% | +120.5% |
| All | +3,595.7% | +232.1% | +3,363.6% | +2,957.1% |
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