+619.0%
SLB vs ARWR
-98.3%
+717.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -4.3% | -17.7% | +13.4% | -4.2% |
| 30D | +1.9% | -21.9% | +23.9% | +2.1% |
| 3M | -5.7% | -44.5% | +38.8% | -5.4% |
| 6M | -5.3% | -32.6% | +27.2% | -5.2% |
| YTD | +32.2% | -26.2% | +58.3% | +32.3% |
| 1Y | +38.5% | +23.0% | +15.5% | +38.2% |
| 3Y | +1.1% | +81.8% | -80.6% | +0.5% |
| 5Y | +70.3% | -36.0% | +106.3% | +69.8% |
| 10Y | -17.3% | +1,039.5% | -1,056.8% | -18.5% |
| All | +619.0% | -98.3% | +717.4% | +666.4% |
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