+338.7%
DRI vs ARWR
+1,055.7%
-717.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.2% | -17.7% | +21.9% | +6.2% |
| 30D | +15.7% | -21.9% | +37.6% | +18.5% |
| 3M | +5.8% | -44.5% | +50.3% | +12.2% |
| 6M | +18.4% | -32.6% | +51.0% | +22.4% |
| YTD | +28.2% | -26.2% | +54.4% | +30.5% |
| 1Y | +35.9% | +23.0% | +12.9% | +30.0% |
| 3Y | +67.7% | +81.8% | -14.0% | +45.5% |
| 5Y | +77.9% | -36.0% | +113.9% | +67.6% |
| 10Y | +338.7% | +1,039.5% | -700.8% | +246.1% |
| All | +338.7% | +1,055.7% | -717.0% | +246.1% |
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