+35.5%
ORCL vs ARWR
-40.7%
+76.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.3% | +18.5% | +5.1% |
| 7D | +0.5% | -17.3% | +17.8% | +2.6% |
| 30D | -15.3% | -21.5% | +6.2% | -12.9% |
| 3M | -18.2% | -43.8% | +25.6% | -12.6% |
| 6M | -38.4% | -32.3% | -6.2% | -35.9% |
| YTD | -37.7% | -25.8% | -11.9% | -36.1% |
| 1Y | -49.3% | +25.5% | -74.8% | -51.4% |
| 3Y | +10.6% | +84.1% | -73.5% | -5.3% |
| 5Y | +35.5% | -39.2% | +74.7% | +19.2% |
| All | +35.5% | -40.7% | +76.2% | +19.2% |
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