+67.3%
XOP vs ARWR
-1.7%
+69.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.3% | +15.6% | +1.6% |
| 7D | -10.0% | -17.3% | +7.3% | -8.6% |
| 30D | -9.1% | -21.5% | +12.5% | -7.2% |
| 3M | +5.1% | -43.8% | +48.9% | +10.3% |
| 6M | +6.4% | -32.3% | +38.6% | +9.2% |
| YTD | +39.7% | -25.8% | +65.5% | +41.3% |
| 1Y | +37.2% | +25.5% | +11.7% | +31.2% |
| 3Y | +37.6% | +84.1% | -46.5% | +21.6% |
| 5Y | +76.5% | -39.2% | +115.7% | +67.8% |
| 10Y | +42.6% | +1,072.4% | -1,029.7% | -3.7% |
| All | +67.3% | -1.7% | +69.1% | +10.5% |
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 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