+56.2%
XOP vs ARWR
+978.7%
-922.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +1.0% | -3.2% | +4.2% | +1.3% |
| 30D | +10.8% | -6.5% | +17.3% | +11.5% |
| 3M | +19.5% | +12.7% | +6.8% | +17.5% |
| 6M | +21.6% | +36.2% | -14.6% | +16.6% |
| YTD | +55.8% | +24.5% | +31.4% | +50.5% |
| 1Y | +54.6% | +198.0% | -143.3% | +34.6% |
| 3Y | +36.6% | +176.4% | -139.7% | +14.1% |
| 5Y | +160.6% | +26.6% | +134.1% | +128.0% |
| 10Y | +56.2% | +1,054.1% | -997.8% | +29.5% |
| All | +56.2% | +978.7% | -922.5% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling