-42.2%
DT vs ARWR
-40.7%
-1.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.3% | +16.6% | +3.8% |
| 7D | -20.2% | -17.3% | -2.9% | -17.9% |
| 30D | -30.8% | -21.5% | -9.2% | -28.1% |
| 3M | -10.2% | -43.8% | +33.6% | -1.8% |
| 6M | +8.0% | -32.3% | +40.3% | +12.9% |
| YTD | +1.5% | -25.8% | +27.3% | +2.9% |
| 1Y | -6.9% | +25.5% | -32.4% | -16.7% |
| 3Y | -10.9% | +84.1% | -95.0% | -36.1% |
| 5Y | -42.2% | -39.2% | -3.0% | -40.1% |
| All | -42.2% | -40.7% | -1.5% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling