-61.5%
DOCS vs ARWR
+208.4%
-269.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | +21.8% | -0.7% | +22.5% | +21.8% |
| 3M | +27.3% | +14.9% | +12.4% | +26.3% |
| 6M | -0.3% | +32.6% | -33.0% | -3.2% |
| YTD | -40.5% | +30.0% | -70.5% | -42.3% |
| 1Y | -61.5% | +208.4% | -269.9% | -66.2% |
| All | -61.5% | +208.4% | -269.9% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling