+2,742.6%
XOM vs ARWR
-97.0%
+2,839.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +1.8% | +1.7% | +0.1% | +1.8% |
| 30D | +5.9% | -0.7% | +6.5% | +5.9% |
| 3M | +5.6% | +14.9% | -9.3% | +5.5% |
| 6M | +7.9% | +32.6% | -24.8% | +7.7% |
| YTD | +35.2% | +30.0% | +5.1% | +35.0% |
| 1Y | +46.0% | +208.4% | -162.4% | +45.4% |
| 3Y | +55.0% | +208.8% | -153.8% | +54.2% |
| 5Y | +246.3% | +27.8% | +218.5% | +244.9% |
| 10Y | +181.0% | +1,107.6% | -926.6% | +178.0% |
| All | +2,742.6% | -97.0% | +2,839.6% | +2,681.1% |
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 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