-51.1%
DOCS vs ARWR
-29.8%
-21.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.8% | +2.5% | -2.7% |
| 7D | -1.3% | -5.0% | +3.7% | -0.1% |
| 30D | +19.4% | -6.6% | +26.0% | +21.4% |
| 3M | +53.4% | -33.9% | +87.3% | +68.5% |
| 6M | +28.8% | -23.3% | +52.1% | +34.1% |
| YTD | -25.1% | -13.5% | -11.6% | -25.4% |
| 1Y | -48.1% | +42.5% | -90.7% | -55.7% |
| 3Y | +51.4% | +104.1% | -52.8% | -0.2% |
| 5Y | -51.1% | -28.8% | -22.3% | -52.4% |
| All | -51.1% | -29.8% | -21.3% | -52.4% |
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