+11,388.0%
ORCL vs ARWR
-97.0%
+11,485.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +5.3% | +1.7% | +3.6% | +5.3% |
| 30D | +10.0% | -0.7% | +10.6% | +10.0% |
| 3M | -32.6% | +14.9% | -47.5% | -32.6% |
| 6M | +4.9% | +32.6% | -27.7% | +4.9% |
| YTD | -17.8% | +30.0% | -47.8% | -17.8% |
| 1Y | -28.0% | +208.4% | -236.3% | -28.1% |
| 3Y | +36.0% | +208.8% | -172.8% | +35.7% |
| 5Y | +88.7% | +27.8% | +60.9% | +88.4% |
| 10Y | +346.9% | +1,107.6% | -760.7% | +347.1% |
| All | +11,388.0% | -97.0% | +11,485.0% | +16,011.1% |
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