+18.4%
DOV vs ARWR
+29.5%
-11.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +2.5% | +2.9% | -0.3% | +2.1% |
| 30D | -7.5% | -2.9% | -4.6% | -7.2% |
| 3M | -9.7% | +15.2% | -24.9% | -11.8% |
| 6M | -6.1% | +42.3% | -48.4% | -11.2% |
| YTD | +0.5% | +28.2% | -27.7% | -4.0% |
| 1Y | +10.5% | +213.2% | -202.7% | -7.7% |
| 3Y | +41.7% | +184.6% | -143.0% | +11.6% |
| 5Y | +18.4% | +29.2% | -10.8% | -3.9% |
| All | +18.4% | +29.5% | -11.1% | -3.9% |
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