+166.9%
XLE vs ARWR
-34.9%
+201.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.9% |
| 7D | +5.4% | -17.8% | +23.3% | +6.3% |
| 30D | -3.9% | -18.1% | +14.2% | -3.1% |
| 3M | +7.0% | -44.2% | +51.2% | +9.8% |
| 6M | +14.2% | -38.6% | +52.9% | +16.3% |
| YTD | +48.2% | -28.0% | +76.2% | +49.0% |
| 1Y | +47.7% | +16.1% | +31.5% | +43.1% |
| 3Y | +70.0% | +84.0% | -14.0% | +52.6% |
| All | +166.9% | -34.9% | +201.8% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling