+46.4%
DTE vs ARWR
+173.2%
-126.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | 0.0% | -3.2% | +3.2% | +0.2% |
| 30D | -0.5% | -6.5% | +5.9% | -0.2% |
| 3M | -6.0% | +12.7% | -18.7% | -6.7% |
| 6M | -7.2% | +36.2% | -43.4% | -8.8% |
| YTD | +7.2% | +24.5% | -17.3% | +5.6% |
| 1Y | +4.1% | +198.0% | -193.9% | -2.4% |
| All | +46.4% | +173.2% | -126.8% | +29.5% |
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