+254.2%
XOM vs ARWR
+29.5%
+224.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.8% |
| 7D | -2.4% | +2.9% | -5.2% | -2.5% |
| 30D | +5.7% | -2.9% | +8.6% | +5.7% |
| 3M | +6.6% | +15.2% | -8.7% | +5.9% |
| 6M | +7.7% | +42.3% | -34.6% | +6.0% |
| YTD | +36.2% | +28.2% | +8.0% | +34.4% |
| 1Y | +50.5% | +213.2% | -162.8% | +41.6% |
| 3Y | +53.4% | +184.6% | -131.3% | +40.6% |
| 5Y | +254.2% | +29.2% | +224.9% | +225.2% |
| All | +254.2% | +29.5% | +224.6% | +225.2% |
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 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