+17.0%
EOG vs ARWR
-32.1%
+49.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.6% |
| 7D | +4.6% | -19.9% | +24.5% | +2.5% |
| 30D | +2.9% | -18.7% | +21.6% | +1.1% |
| 3M | +8.0% | -44.7% | +52.6% | +2.9% |
| 6M | +17.0% | -36.5% | +53.5% | +14.3% |
| All | +17.0% | -32.1% | +49.1% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling