+29.7%
XOP vs ARWR
+105.6%
-75.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -14.7% | -2.9% | -11.8% | -14.6% |
| 30D | -7.7% | -5.4% | -2.3% | -7.4% |
| 3M | +4.4% | -32.2% | +36.7% | +7.0% |
| 6M | +3.5% | -26.5% | +30.0% | +5.1% |
| YTD | +39.4% | -12.4% | +51.8% | +38.7% |
| 1Y | +39.8% | +46.9% | -7.1% | +30.8% |
| 3Y | +29.7% | +116.0% | -86.3% | +6.9% |
| All | +29.7% | +105.6% | -75.9% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling