+1,284.8%
DOC vs ARWR
-97.0%
+1,381.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -1.5% | +1.7% | -3.2% | -1.5% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | +6.9% | +14.9% | -8.0% | +6.8% |
| 6M | +20.7% | +32.6% | -11.9% | +20.5% |
| YTD | +34.1% | +30.0% | +4.1% | +33.9% |
| 1Y | +22.6% | +208.4% | -185.7% | +21.7% |
| 3Y | +20.8% | +208.8% | -188.0% | +19.6% |
| 5Y | -24.9% | +27.8% | -52.7% | -25.4% |
| 10Y | -1.8% | +1,107.6% | -1,109.4% | -4.0% |
| All | +1,284.8% | -97.0% | +1,381.9% | +1,179.9% |
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