+205.4%
XOM vs ARWR
+1,024.2%
-818.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.4% |
| 7D | +2.8% | -17.8% | +20.7% | +3.9% |
| 30D | -3.6% | -18.1% | +14.5% | -2.7% |
| 3M | +8.2% | -44.2% | +52.4% | +11.6% |
| 6M | +14.0% | -38.6% | +52.7% | +16.6% |
| YTD | +44.6% | -28.0% | +72.6% | +45.7% |
| 1Y | +47.8% | +16.1% | +31.6% | +43.8% |
| 3Y | +79.6% | +84.0% | -4.4% | +64.0% |
| 5Y | +214.3% | -35.4% | +249.7% | +200.9% |
| All | +205.4% | +1,024.2% | -818.8% | +155.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling