+45.7%
DTE vs ARWR
-34.9%
+80.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | +3.4% | -17.8% | +21.3% | +4.3% |
| 30D | +8.9% | -18.1% | +27.0% | +9.8% |
| 3M | +1.1% | -44.2% | +45.2% | +3.6% |
| 6M | +0.1% | -38.6% | +38.7% | +2.0% |
| YTD | +11.1% | -28.0% | +39.1% | +12.0% |
| 1Y | +4.9% | +16.1% | -11.2% | +3.1% |
| 3Y | +58.6% | +84.0% | -25.4% | +48.4% |
| All | +45.7% | -34.9% | +80.6% | +33.0% |
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