+988.5%
XLE vs ARWR
-26.3%
+1,014.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.8% | +3.8% | -2.9% |
| 7D | -10.3% | -5.0% | -5.3% | -10.3% |
| 30D | -3.3% | -6.6% | +3.3% | -3.3% |
| 3M | +8.2% | -33.9% | +42.1% | +8.5% |
| 6M | +5.0% | -23.3% | +28.4% | +5.2% |
| YTD | +40.6% | -13.5% | +54.0% | +40.6% |
| 1Y | +45.0% | +42.5% | +2.5% | +44.4% |
| 3Y | +56.3% | +104.1% | -47.8% | +54.6% |
| 5Y | +152.2% | -28.8% | +181.1% | +150.8% |
| 10Y | +173.0% | +911.6% | -738.6% | +165.5% |
| All | +988.5% | -26.3% | +1,014.8% | +965.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling