+2,235.5%
DTE vs ARWR
-98.4%
+2,333.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.4% |
| 7D | +3.4% | -17.8% | +21.3% | +3.5% |
| 30D | +8.9% | -18.1% | +27.0% | +9.0% |
| 3M | +1.1% | -44.2% | +45.2% | +1.3% |
| 6M | +0.1% | -38.6% | +38.7% | +0.3% |
| YTD | +11.1% | -28.0% | +39.1% | +11.2% |
| 1Y | +4.9% | +16.1% | -11.2% | +4.8% |
| 3Y | +58.6% | +84.0% | -25.4% | +57.6% |
| 5Y | +47.3% | -35.4% | +82.7% | +46.8% |
| 10Y | +151.3% | +1,043.1% | -891.7% | +146.3% |
| All | +2,235.5% | -98.4% | +2,333.9% | +1,883.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling