+5.7%
OXY vs ARWR
+1,078.7%
-1,073.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.4% |
| 7D | +0.6% | -3.2% | +3.8% | +1.0% |
| 30D | +4.5% | -6.5% | +11.0% | +5.2% |
| 3M | +8.9% | +12.7% | -3.8% | +7.1% |
| 6M | +12.5% | +36.2% | -23.7% | +7.8% |
| YTD | +50.5% | +24.5% | +26.0% | +45.2% |
| 1Y | +38.6% | +198.0% | -159.4% | +20.3% |
| 3Y | -1.2% | +176.4% | -177.6% | -17.9% |
| 5Y | +161.6% | +26.6% | +135.1% | +128.1% |
| All | +5.7% | +1,078.7% | -1,073.1% | -17.7% |
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