+5.5%
OXY vs ARWR
-39.1%
+44.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.7% |
| 7D | +4.2% | -17.8% | +22.1% | +2.8% |
| 30D | -4.3% | -18.1% | +13.8% | -5.5% |
| 3M | +2.3% | -44.2% | +46.5% | -2.0% |
| 6M | +5.5% | -38.6% | +44.2% | +2.3% |
| All | +5.5% | -39.1% | +44.7% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling