+37.4%
EOG vs ARWR
+81.3%
-43.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | -2.4% | -17.7% | +15.3% | -1.8% |
| 30D | +2.9% | -21.9% | +24.9% | +3.7% |
| 3M | +7.2% | -44.5% | +51.8% | +9.3% |
| 6M | +18.2% | -32.6% | +50.8% | +19.2% |
| YTD | +48.9% | -26.2% | +75.1% | +49.0% |
| 1Y | +46.7% | +23.0% | +23.7% | +41.3% |
| 3Y | +37.4% | +81.8% | -44.4% | +19.7% |
| All | +37.4% | +81.3% | -43.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling