+22.9%
DOC vs ARWR
+59.7%
-36.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +3.0% |
| 7D | +8.7% | +2.4% | +6.3% | +8.7% |
| 30D | +7.6% | -1.1% | +8.8% | +7.7% |
| 3M | -5.3% | -31.2% | +25.9% | -4.4% |
| 6M | +27.6% | -19.3% | +46.9% | +28.1% |
| YTD | +32.4% | -7.1% | +39.5% | +32.1% |
| 1Y | +22.9% | +62.9% | -40.0% | +22.1% |
| All | +22.9% | +59.7% | -36.9% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling