+4,415.1%
DVA vs ARWR
+41.3%
+4,373.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +1.8% | +1.7% | +0.1% | +1.8% |
| 30D | -2.5% | -0.7% | -1.8% | -2.5% |
| 3M | -4.3% | +14.9% | -19.1% | -4.3% |
| 6M | +18.9% | +32.6% | -13.8% | +18.8% |
| YTD | +61.9% | +30.0% | +31.9% | +61.8% |
| 1Y | +35.7% | +208.4% | -172.6% | +35.3% |
| 3Y | +78.6% | +208.8% | -130.1% | +77.9% |
| 5Y | +39.2% | +27.8% | +11.4% | +38.8% |
| 10Y | +184.0% | +1,107.6% | -923.5% | +182.2% |
| All | +4,415.1% | +41.3% | +4,373.8% | +3,978.3% |
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