+4,661.5%
EOG vs ARWR
-97.0%
+4,758.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.3% | +1.7% | -0.4% | +1.3% |
| 30D | +8.2% | -0.7% | +8.8% | +8.2% |
| 3M | +3.8% | +14.9% | -11.1% | +3.7% |
| 6M | +15.3% | +32.6% | -17.3% | +15.1% |
| YTD | +41.7% | +30.0% | +11.7% | +41.4% |
| 1Y | +23.6% | +208.4% | -184.8% | +22.6% |
| 3Y | +23.3% | +208.8% | -185.5% | +22.1% |
| 5Y | +170.4% | +27.8% | +142.6% | +168.5% |
| 10Y | +125.5% | +1,107.6% | -982.0% | +120.9% |
| All | +4,661.5% | -97.0% | +4,758.6% | +5,235.4% |
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 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