+1,824.2%
OXY vs ARWR
-97.0%
+1,921.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +1.6% | +1.7% | -0.1% | +1.6% |
| 30D | +11.6% | -0.7% | +12.2% | +11.6% |
| 3M | +2.8% | +14.9% | -12.1% | +2.7% |
| 6M | +13.0% | +32.6% | -19.6% | +12.8% |
| YTD | +47.4% | +30.0% | +17.3% | +47.0% |
| 1Y | +31.5% | +208.4% | -176.9% | +30.3% |
| 3Y | -1.9% | +208.8% | -210.7% | -3.0% |
| 5Y | +148.0% | +27.8% | +120.1% | +146.0% |
| 10Y | +2.3% | +1,107.6% | -1,105.3% | 0.0% |
| All | +1,824.2% | -97.0% | +1,921.3% | +1,784.5% |
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