+155.1%
XOP vs ARWR
+28.5%
+126.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.6% | +1.7% | +0.9% | +2.4% |
| 30D | +15.4% | -0.7% | +16.1% | +15.5% |
| 3M | +12.1% | +14.9% | -2.8% | +10.1% |
| 6M | +19.7% | +32.6% | -12.9% | +15.1% |
| YTD | +52.4% | +30.0% | +22.3% | +46.5% |
| 1Y | +47.6% | +208.4% | -160.8% | +26.4% |
| 3Y | +34.4% | +208.8% | -174.4% | +7.4% |
| All | +155.1% | +28.5% | +126.6% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling