-35.6%
DOCN vs ARWR
-28.9%
-6.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | -19.2% | -2.9% | -16.2% | -18.1% |
| 30D | -43.1% | -5.4% | -37.7% | -41.7% |
| 3M | -40.7% | -32.2% | -8.5% | -32.2% |
| 6M | -55.0% | -26.5% | -28.5% | -50.5% |
| YTD | +50.6% | -12.4% | +63.0% | +53.3% |
| 1Y | +54.0% | +46.9% | +7.1% | +26.3% |
| 3Y | +203.9% | +116.0% | +87.9% | +76.1% |
| All | -35.6% | -28.9% | -6.7% | -34.6% |
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