-12.8%
DT vs ARWR
+79.8%
-92.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | +3.1% | -17.8% | +21.0% | +4.2% |
| 30D | -29.5% | -18.1% | -11.4% | -28.8% |
| 3M | -11.7% | -44.2% | +32.5% | -9.1% |
| 6M | +29.0% | -38.6% | +67.6% | +31.6% |
| YTD | +3.4% | -28.0% | +31.4% | +3.6% |
| 1Y | -4.2% | +16.1% | -20.4% | -8.7% |
| 3Y | -12.8% | +84.0% | -96.8% | -25.8% |
| All | -12.8% | +79.8% | -92.7% | -25.8% |
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 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