+246.0%
ORCL vs ARWR
+1,055.7%
-809.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -6.5% | -17.7% | +11.2% | -5.1% |
| 30D | -16.6% | -21.9% | +5.3% | -14.9% |
| 3M | -21.6% | -44.5% | +22.9% | -17.8% |
| 6M | -39.4% | -32.6% | -6.8% | -37.6% |
| YTD | -38.7% | -26.2% | -12.5% | -37.6% |
| 1Y | -50.4% | +23.0% | -73.3% | -51.7% |
| 3Y | +8.1% | +81.8% | -73.7% | -1.8% |
| 5Y | +34.5% | -36.0% | +70.6% | +27.9% |
| 10Y | +246.0% | +1,039.5% | -793.5% | +177.3% |
| All | +246.0% | +1,055.7% | -809.6% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling