+180.6%
DVA vs ARWR
+1,081.9%
-901.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.3% | -4.0% | +2.7% | -1.1% |
| 30D | 0.0% | -5.0% | +5.1% | +0.3% |
| 3M | -10.9% | +11.3% | -22.3% | -11.6% |
| 6M | +17.3% | +42.6% | -25.3% | +14.5% |
| YTD | +59.8% | +24.8% | +35.0% | +57.0% |
| 1Y | +36.3% | +178.8% | -142.5% | +27.1% |
| 3Y | +88.6% | +183.3% | -94.7% | +70.7% |
| 5Y | +47.5% | +29.5% | +18.1% | +37.2% |
| All | +180.6% | +1,081.9% | -901.3% | +132.7% |
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