-23.1%
QID vs ARWR
+17.3%
-40.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.8% |
| 7D | -7.1% | -17.8% | +10.7% | -10.3% |
| 30D | +12.6% | -18.1% | +30.8% | +9.0% |
| 3M | +14.2% | -44.2% | +58.4% | +3.6% |
| 6M | +6.2% | -38.6% | +44.8% | -1.1% |
| YTD | -21.8% | -28.0% | +6.2% | -23.7% |
| 1Y | -23.1% | +16.1% | -39.3% | -20.9% |
| All | -23.1% | +17.3% | -40.5% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling