+204.8%
XOM vs ARWR
-36.3%
+241.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.3% |
| 7D | -1.5% | -19.9% | +18.4% | -1.0% |
| 30D | -3.2% | -18.7% | +15.6% | -2.7% |
| 3M | +5.0% | -44.7% | +49.7% | +6.6% |
| 6M | +12.9% | -36.5% | +49.4% | +13.9% |
| YTD | +41.3% | -25.7% | +67.0% | +41.5% |
| 1Y | +43.2% | +18.9% | +24.3% | +40.1% |
| 3Y | +77.3% | +83.1% | -5.8% | +64.5% |
| 5Y | +204.8% | -34.9% | +239.7% | +179.8% |
| All | +204.8% | -36.3% | +241.1% | +179.8% |
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