+110.9%
DT vs ARWR
+191.6%
-80.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | -4.9% | +2.9% | -7.7% | -5.5% |
| 30D | +2.7% | -2.9% | +5.6% | +3.2% |
| 3M | +20.0% | +15.2% | +4.7% | +14.9% |
| 6M | +28.0% | +42.3% | -14.2% | +15.6% |
| YTD | +16.0% | +28.2% | -12.2% | +6.5% |
| 1Y | +0.7% | +213.2% | -212.5% | -27.4% |
| 3Y | +6.2% | +184.6% | -178.5% | -30.9% |
| 5Y | -28.1% | +29.2% | -57.4% | -44.4% |
| All | +110.9% | +191.6% | -80.7% | -6.8% |
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