+172.7%
XLE vs ARWR
+1,099.2%
-926.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.2% | +1.7% | +0.5% | +2.1% |
| 30D | +11.8% | -0.7% | +12.4% | +11.8% |
| 3M | +9.8% | +14.9% | -5.1% | +8.3% |
| 6M | +15.6% | +32.6% | -17.0% | +12.2% |
| YTD | +45.3% | +30.0% | +15.2% | +40.9% |
| 1Y | +48.3% | +208.4% | -160.0% | +32.8% |
| 3Y | +55.4% | +208.8% | -153.4% | +33.7% |
| 5Y | +216.1% | +27.8% | +188.3% | +184.2% |
| All | +172.7% | +1,099.2% | -926.5% | +123.5% |
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