+12.3%
VLO vs ARWR
-44.5%
+56.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.9% |
| 7D | -0.4% | -19.9% | +19.5% | -6.0% |
| 30D | -16.6% | -18.7% | +2.1% | -20.4% |
| 3M | +12.3% | -44.7% | +57.0% | -1.4% |
| All | +12.3% | -44.5% | +56.8% | -1.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling