+150.2%
DTE vs ARWR
+1,024.2%
-874.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | +3.4% | -17.8% | +21.3% | +4.4% |
| 30D | +8.9% | -18.1% | +27.0% | +9.9% |
| 3M | +1.1% | -44.2% | +45.2% | +4.1% |
| 6M | +0.1% | -38.6% | +38.7% | +2.3% |
| YTD | +11.1% | -28.0% | +39.1% | +12.2% |
| 1Y | +4.9% | +16.1% | -11.2% | +2.9% |
| 3Y | +58.6% | +84.0% | -25.4% | +47.6% |
| 5Y | +47.3% | -35.4% | +82.7% | +42.3% |
| All | +150.2% | +1,024.2% | -874.0% | +113.6% |
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