+98.6%
DOCU vs ARWR
+748.7%
-650.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.8% | +4.8% | -0.6% |
| 7D | -3.2% | -5.0% | +1.8% | -2.2% |
| 30D | +15.7% | -6.6% | +22.3% | +17.2% |
| 3M | +37.3% | -33.9% | +71.2% | +48.3% |
| 6M | +63.1% | -23.3% | +86.4% | +67.6% |
| YTD | +15.4% | -13.5% | +28.8% | +14.0% |
| 1Y | +11.3% | +42.5% | -31.2% | -3.1% |
| 3Y | +92.1% | +104.1% | -12.1% | +37.0% |
| 5Y | -70.5% | -28.8% | -41.7% | -74.4% |
| All | +98.6% | +748.7% | -650.1% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling