+32.9%
DTE vs ARWR
+25.7%
+7.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 1Y | +4.1% | +198.0% | -193.9% | -1.9% |
| 3Y | +46.9% | +176.4% | -129.5% | +35.6% |
| 5Y | +32.9% | +26.6% | +6.3% | +18.5% |
| All | +32.9% | +25.7% | +7.2% | +18.5% |
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 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