+1,266.8%
DOC vs ARWR
-97.9%
+1,364.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +3.1% |
| 7D | +8.7% | +2.4% | +6.3% | +8.7% |
| 30D | +7.6% | -1.1% | +8.8% | +7.6% |
| 3M | -5.3% | -31.2% | +25.9% | -5.1% |
| 6M | +27.6% | -19.3% | +46.9% | +27.7% |
| YTD | +32.4% | -7.1% | +39.5% | +32.4% |
| 1Y | +22.9% | +62.9% | -40.0% | +22.4% |
| 3Y | +43.1% | +119.0% | -75.9% | +42.0% |
| 5Y | -21.4% | -24.4% | +3.0% | -21.7% |
| 10Y | +16.8% | +985.4% | -968.6% | +14.3% |
| All | +1,266.8% | -97.9% | +1,364.7% | +1,165.7% |
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