+82.5%
XOP vs ARWR
+72.3%
+10.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 6M | +19.7% | +32.6% | -12.9% | +15.5% |
| YTD | +52.4% | +30.0% | +22.3% | +47.0% |
| 1Y | +47.6% | +208.4% | -160.8% | +29.9% |
| 3Y | +34.4% | +208.8% | -174.4% | +13.5% |
| 5Y | +154.4% | +27.8% | +126.6% | +126.5% |
| 10Y | +54.7% | +1,107.6% | -1,052.9% | +3.4% |
| All | +82.5% | +72.3% | +10.2% | +14.9% |
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 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