+67.0%
XOP vs ARWR
+16.1%
+50.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -14.7% | -2.9% | -11.8% | -14.5% |
| 30D | -7.7% | -5.4% | -2.3% | -7.3% |
| 3M | +4.4% | -32.2% | +36.7% | +7.9% |
| 6M | +3.5% | -26.5% | +30.0% | +5.6% |
| YTD | +39.4% | -12.4% | +51.8% | +39.1% |
| 1Y | +39.8% | +46.9% | -7.1% | +31.9% |
| 3Y | +29.7% | +116.0% | -86.3% | +13.1% |
| 5Y | +78.6% | -28.0% | +106.5% | +67.4% |
| 10Y | +51.8% | +923.9% | -872.1% | +3.0% |
| All | +67.0% | +16.1% | +50.9% | +8.7% |
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