+103.9%
EOG vs ARWR
-39.6%
+143.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | -2.4% | -17.7% | +15.3% | -1.6% |
| 30D | +2.9% | -21.9% | +24.9% | +3.9% |
| 3M | +7.2% | -44.5% | +51.8% | +9.9% |
| 6M | +18.2% | -32.6% | +50.8% | +19.6% |
| YTD | +48.9% | -26.2% | +75.1% | +49.4% |
| 1Y | +46.7% | +23.0% | +23.7% | +41.9% |
| 3Y | +37.4% | +81.8% | -44.4% | +23.7% |
| 5Y | +103.9% | -36.0% | +139.9% | +90.0% |
| All | +103.9% | -39.6% | +143.5% | +90.0% |
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 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