+42.4%
XLE vs ARWR
+25.1%
+17.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.9% |
| 7D | -0.2% | -19.9% | +19.7% | -1.4% |
| 30D | -4.0% | -18.7% | +14.7% | -4.9% |
| 3M | +4.6% | -44.7% | +49.3% | +1.7% |
| 6M | +12.3% | -36.5% | +48.8% | +10.2% |
| YTD | +44.5% | -25.7% | +70.2% | +43.3% |
| 1Y | +42.4% | +18.9% | +23.5% | +39.1% |
| All | +42.4% | +25.1% | +17.3% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling