+204.0%
XOM vs ARWR
+1,009.4%
-805.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.1% |
| 7D | +2.7% | -17.9% | +20.7% | +3.8% |
| 30D | -2.5% | -18.9% | +16.4% | -1.4% |
| 3M | +7.0% | -46.0% | +52.9% | +10.4% |
| 6M | +14.2% | -40.3% | +54.6% | +16.9% |
| YTD | +43.9% | -29.0% | +72.9% | +45.2% |
| 1Y | +47.9% | +13.8% | +34.1% | +44.1% |
| 3Y | +80.6% | +74.9% | +5.7% | +65.4% |
| 5Y | +212.8% | -36.2% | +249.0% | +199.7% |
| All | +204.0% | +1,009.4% | -805.4% | +154.1% |
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