-21.4%
DOC vs ARWR
-23.0%
+1.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +2.7% |
| 7D | +8.7% | +2.4% | +6.3% | +8.4% |
| 30D | +7.6% | -1.1% | +8.8% | +7.7% |
| 3M | -5.3% | -31.2% | +25.9% | -1.4% |
| 6M | +27.6% | -19.3% | +46.9% | +29.6% |
| YTD | +32.4% | -7.1% | +39.5% | +31.5% |
| 1Y | +22.9% | +62.9% | -40.0% | +12.3% |
| 3Y | +43.1% | +119.0% | -75.9% | +18.3% |
| 5Y | -21.4% | -24.4% | +3.0% | -32.4% |
| All | -21.4% | -23.0% | +1.6% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling