+95.3%
DOCU vs ARWR
+759.1%
-663.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | -5.5% | -2.9% | -2.6% | -5.0% |
| 30D | +12.6% | -5.4% | +18.0% | +13.8% |
| 3M | +36.4% | -32.2% | +68.6% | +46.6% |
| 6M | +66.8% | -26.5% | +93.3% | +73.2% |
| YTD | +13.5% | -12.4% | +25.9% | +11.9% |
| 1Y | +11.3% | +46.9% | -35.6% | -3.8% |
| 3Y | +92.1% | +116.0% | -23.9% | +35.1% |
| 5Y | -71.0% | -28.0% | -43.0% | -74.9% |
| All | +95.3% | +759.1% | -663.7% | +11.0% |
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 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