+149.9%
XLE vs ARWR
-28.9%
+178.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -12.0% | -2.9% | -9.1% | -11.9% |
| 30D | -2.7% | -5.4% | +2.7% | -2.5% |
| 3M | +6.6% | -32.2% | +38.8% | +8.5% |
| 6M | +9.5% | -26.5% | +36.0% | +10.7% |
| YTD | +40.6% | -12.4% | +52.9% | +40.1% |
| 1Y | +43.6% | +46.9% | -3.3% | +37.7% |
| 3Y | +58.1% | +116.0% | -57.9% | +41.1% |
| All | +149.9% | -28.9% | +178.8% | +129.3% |
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