+174.0%
EOG vs ARWR
+29.5%
+144.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -2.0% | +2.9% | -4.9% | -2.2% |
| 30D | +7.9% | -2.9% | +10.8% | +8.0% |
| 3M | +4.5% | +15.2% | -10.7% | +3.5% |
| 6M | +12.3% | +42.3% | -30.0% | +9.6% |
| YTD | +41.9% | +28.2% | +13.7% | +39.1% |
| 1Y | +27.8% | +213.2% | -185.4% | +17.3% |
| 3Y | +21.8% | +184.6% | -162.9% | +7.5% |
| 5Y | +174.0% | +29.2% | +144.8% | +150.4% |
| All | +174.0% | +29.5% | +144.5% | +150.4% |
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