+2,871.6%
XOM vs ARWR
-98.3%
+2,969.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +1.4% |
| 7D | -1.5% | -19.9% | +18.4% | -1.5% |
| 30D | -3.2% | -18.7% | +15.6% | -3.1% |
| 3M | +5.0% | -44.7% | +49.7% | +5.2% |
| 6M | +12.9% | -36.5% | +49.4% | +13.0% |
| YTD | +41.3% | -25.7% | +67.0% | +41.4% |
| 1Y | +43.2% | +18.9% | +24.3% | +43.0% |
| 3Y | +77.3% | +83.1% | -5.8% | +76.6% |
| 5Y | +204.8% | -34.9% | +239.7% | +204.1% |
| 10Y | +197.1% | +1,080.9% | -883.8% | +194.3% |
| All | +2,871.6% | -98.3% | +2,969.9% | +2,811.7% |
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