+10.2%
ORCL vs ARWR
+105.6%
-95.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -11.2% | -2.9% | -8.2% | -10.8% |
| 30D | -18.8% | -5.4% | -13.4% | -18.2% |
| 3M | -18.8% | -32.2% | +13.5% | -15.0% |
| 6M | -39.7% | -26.5% | -13.2% | -37.8% |
| YTD | -39.6% | -12.4% | -27.2% | -39.2% |
| 1Y | -51.7% | +46.9% | -98.6% | -54.4% |
| 3Y | +10.2% | +116.0% | -105.7% | -7.0% |
| All | +10.2% | +105.6% | -95.4% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling