-48.1%
DOCS vs ARWR
+44.4%
-92.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.1% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +17.4% | -5.4% | +22.8% | +17.8% |
| 3M | +57.4% | -32.2% | +89.6% | +60.1% |
| 6M | +26.5% | -26.5% | +53.1% | +28.3% |
| YTD | -26.6% | -12.4% | -14.2% | -27.5% |
| 1Y | -48.1% | +46.9% | -94.9% | -55.0% |
| All | -48.1% | +44.4% | -92.5% | -55.0% |
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