+359.5%
DRI vs ARWR
+906.2%
-546.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +2.8% | -2.9% | +5.7% | +3.1% |
| 30D | +13.3% | -5.4% | +18.7% | +13.8% |
| 3M | +8.2% | -32.2% | +40.4% | +12.3% |
| 6M | +17.5% | -26.5% | +44.1% | +20.4% |
| YTD | +26.9% | -12.4% | +39.3% | +27.1% |
| 1Y | +31.6% | +46.9% | -15.3% | +24.0% |
| 3Y | +67.0% | +116.0% | -49.0% | +43.4% |
| 5Y | +72.9% | -28.0% | +100.9% | +61.5% |
| All | +359.5% | +906.2% | -546.7% | +270.3% |
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