+137.3%
DTE vs ARWR
+1,080.6%
-943.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -2.0% | -4.3% | +2.3% | -1.8% |
| 30D | -2.4% | -7.3% | +4.9% | -2.0% |
| 3M | -7.3% | +17.0% | -24.3% | -8.3% |
| 6M | -7.6% | +39.8% | -47.4% | -9.7% |
| YTD | +5.8% | +24.7% | -18.8% | +4.0% |
| 1Y | +2.3% | +186.5% | -184.1% | -4.6% |
| 3Y | +45.0% | +176.8% | -131.8% | +32.0% |
| 5Y | +33.2% | +29.3% | +3.9% | +23.8% |
| All | +137.3% | +1,080.6% | -943.3% | +96.7% |
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