+187.3%
DVA vs ARWR
+1,009.4%
-822.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.5% | -0.7% | -4.9% |
| 7D | -10.7% | -17.9% | +7.3% | -9.6% |
| 30D | -4.4% | -18.9% | +14.5% | -3.3% |
| 3M | -4.1% | -46.0% | +41.9% | -0.7% |
| 6M | -13.2% | -40.3% | +27.1% | -10.9% |
| YTD | +53.2% | -29.0% | +82.2% | +55.2% |
| 1Y | +40.8% | +13.8% | +27.0% | +38.2% |
| 3Y | +109.7% | +74.9% | +34.9% | +94.5% |
| 5Y | +64.5% | -36.2% | +100.7% | +59.0% |
| All | +187.3% | +1,009.4% | -822.1% | +138.6% |
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