+27.6%
DOC vs ARWR
-16.6%
+44.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +2.9% |
| 7D | +8.7% | +2.4% | +6.3% | +8.5% |
| 30D | +7.6% | -1.1% | +8.8% | +7.7% |
| 3M | -5.3% | -31.2% | +25.9% | -3.2% |
| 6M | +27.6% | -19.3% | +46.9% | +28.8% |
| All | +27.6% | -16.6% | +44.2% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling