-10.9%
DT vs ARWR
+79.9%
-90.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.3% | +16.6% | +2.1% |
| 7D | -20.2% | -17.3% | -2.9% | -19.5% |
| 30D | -30.8% | -21.5% | -9.2% | -29.9% |
| 3M | -10.2% | -43.8% | +33.6% | -7.6% |
| 6M | +8.0% | -32.3% | +40.3% | +9.4% |
| YTD | +1.5% | -25.8% | +27.3% | +1.5% |
| 1Y | -6.9% | +25.5% | -32.4% | -11.7% |
| 3Y | -10.9% | +84.1% | -95.0% | -24.0% |
| All | -10.9% | +79.9% | -90.8% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling