+39.5%
DVA vs ARWR
+29.5%
+10.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | +2.2% | +2.9% | -0.6% | +2.1% |
| 30D | -2.0% | -2.9% | +0.9% | -1.9% |
| 3M | -6.3% | +15.2% | -21.5% | -7.2% |
| 6M | +19.4% | +42.3% | -22.8% | +16.7% |
| YTD | +58.5% | +28.2% | +30.3% | +55.5% |
| 1Y | +33.9% | +213.2% | -179.4% | +23.8% |
| 3Y | +88.4% | +184.6% | -96.2% | +69.5% |
| 5Y | +39.5% | +29.2% | +10.3% | +30.1% |
| All | +39.5% | +29.5% | +10.0% | +30.1% |
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 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