+649.7%
XLU vs ARWR
+9.1%
+640.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | +2.1% | +2.9% | -0.8% | +2.1% |
| 30D | -0.4% | -2.9% | +2.5% | -0.4% |
| 3M | +0.5% | +15.2% | -14.8% | +0.4% |
| 6M | -5.8% | +42.3% | -48.1% | -5.9% |
| YTD | +3.1% | +28.2% | -25.1% | +3.0% |
| 1Y | +8.1% | +213.2% | -205.1% | +7.7% |
| 3Y | +50.5% | +184.6% | -134.1% | +49.7% |
| 5Y | +44.7% | +29.2% | +15.5% | +44.1% |
| 10Y | +136.8% | +1,012.5% | -875.7% | +134.3% |
| All | +649.7% | +9.1% | +640.6% | +604.4% |
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