+4,299.5%
DVA vs ARWR
-19.8%
+4,319.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -1.6% | -17.7% | +16.1% | -1.5% |
| 30D | 0.0% | -21.9% | +21.9% | +0.1% |
| 3M | -2.4% | -44.5% | +42.1% | -2.3% |
| 6M | -9.8% | -32.6% | +22.8% | -9.7% |
| YTD | +57.8% | -26.2% | +84.0% | +57.9% |
| 1Y | +49.2% | +23.0% | +26.2% | +49.1% |
| 3Y | +116.0% | +81.8% | +34.3% | +115.4% |
| 5Y | +68.5% | -36.0% | +104.5% | +68.2% |
| 10Y | +198.9% | +1,039.5% | -840.6% | +197.3% |
| All | +4,299.5% | -19.8% | +4,319.3% | +3,879.0% |
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