-3.1%
SLB vs ARWR
+1,099.2%
-1,102.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | +1.7% | -0.8% | +0.6% |
| 30D | +15.8% | -0.7% | +16.5% | +15.8% |
| 3M | -0.3% | +14.9% | -15.2% | -2.2% |
| 6M | +21.3% | +32.6% | -11.3% | +17.0% |
| YTD | +52.3% | +30.0% | +22.3% | +46.8% |
| 1Y | +63.6% | +208.4% | -144.7% | +43.0% |
| 3Y | +3.8% | +208.8% | -205.0% | -13.6% |
| 5Y | +128.6% | +27.8% | +100.8% | +100.8% |
| All | -3.1% | +1,099.2% | -1,102.3% | -23.7% |
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