+2,926.3%
XOM vs ARWR
-98.4%
+3,024.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +1.9% |
| 7D | +2.7% | -17.9% | +20.7% | +2.8% |
| 30D | -2.5% | -18.9% | +16.4% | -2.4% |
| 3M | +7.0% | -46.0% | +52.9% | +7.1% |
| 6M | +14.2% | -40.3% | +54.6% | +14.4% |
| YTD | +43.9% | -29.0% | +72.9% | +44.0% |
| 1Y | +47.9% | +13.8% | +34.1% | +47.7% |
| 3Y | +80.6% | +74.9% | +5.7% | +79.9% |
| 5Y | +212.8% | -36.2% | +249.0% | +212.1% |
| 10Y | +202.6% | +1,028.0% | -825.4% | +199.7% |
| All | +2,926.3% | -98.4% | +3,024.7% | +2,865.7% |
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