+1,742.9%
OXY vs ARWR
-98.3%
+1,841.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -0.2% | -19.9% | +19.8% | 0.0% |
| 30D | -6.4% | -18.7% | +12.4% | -6.3% |
| 3M | -2.6% | -44.7% | +42.1% | -2.3% |
| 6M | +4.8% | -36.5% | +41.3% | +5.0% |
| YTD | +41.2% | -25.7% | +66.8% | +41.3% |
| 1Y | +39.5% | +18.9% | +20.6% | +39.1% |
| 3Y | -0.8% | +83.1% | -83.9% | -1.6% |
| 5Y | +91.6% | -34.9% | +126.4% | +90.8% |
| 10Y | +15.7% | +1,080.9% | -1,065.1% | +13.4% |
| All | +1,742.9% | -98.3% | +1,841.2% | +1,710.9% |
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