+4.3%
DT vs ARWR
+208.4%
-204.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.3% | +1.7% | -5.0% | -3.2% |
| 30D | +2.0% | -0.7% | +2.7% | +2.1% |
| 3M | +20.0% | +14.9% | +5.1% | +21.0% |
| 6M | +39.3% | +32.6% | +6.7% | +40.4% |
| YTD | +19.8% | +30.0% | -10.3% | +20.7% |
| 1Y | +4.3% | +208.4% | -204.1% | +5.4% |
| All | +4.3% | +208.4% | -204.1% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling