+163.9%
XLE vs ARWR
+921.6%
-757.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.9% | +1.7% |
| 7D | -7.9% | -17.3% | +9.4% | -6.7% |
| 30D | -4.8% | -21.5% | +16.7% | -3.2% |
| 3M | +8.4% | -43.8% | +52.2% | +12.8% |
| 6M | +12.7% | -32.3% | +44.9% | +15.1% |
| YTD | +41.3% | -25.8% | +67.1% | +42.5% |
| 1Y | +42.3% | +25.5% | +16.8% | +36.5% |
| 3Y | +65.1% | +84.1% | -19.1% | +46.8% |
| 5Y | +150.2% | -39.2% | +189.4% | +138.0% |
| 10Y | +163.9% | +1,072.4% | -908.5% | +117.5% |
| All | +163.9% | +921.6% | -757.7% | +117.5% |
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