+728.7%
SLB vs ARWR
-97.0%
+825.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | +1.7% | -0.8% | +0.8% |
| 30D | +15.8% | -0.7% | +16.5% | +15.8% |
| 3M | -0.3% | +14.9% | -15.2% | -0.4% |
| 6M | +21.3% | +32.6% | -11.3% | +21.1% |
| YTD | +52.3% | +30.0% | +22.3% | +52.0% |
| 1Y | +63.6% | +208.4% | -144.7% | +62.5% |
| 3Y | +3.8% | +208.8% | -205.0% | +2.9% |
| 5Y | +128.6% | +27.8% | +100.8% | +127.2% |
| 10Y | -3.1% | +1,107.6% | -1,110.6% | -4.6% |
| All | +728.7% | -97.0% | +825.7% | +780.8% |
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