+633.6%
SLB vs ARWR
-98.4%
+732.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.1% |
| 7D | +2.6% | -17.9% | +20.5% | +2.7% |
| 30D | +4.4% | -18.9% | +23.3% | +4.5% |
| 3M | -2.7% | -46.0% | +43.2% | -2.4% |
| 6M | -7.5% | -40.3% | +32.8% | -7.3% |
| YTD | +34.8% | -29.0% | +63.8% | +35.0% |
| 1Y | +44.6% | +13.8% | +30.8% | +44.4% |
| 3Y | +3.2% | +74.9% | -71.7% | +2.6% |
| 5Y | +73.6% | -36.2% | +109.8% | +73.0% |
| 10Y | -14.3% | +1,028.0% | -1,042.3% | -15.5% |
| All | +633.6% | -98.4% | +732.0% | +682.0% |
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