-74.4%
QID vs ARWR
+181.4%
-255.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | 0.0% |
| 7D | -2.7% | +2.9% | -5.6% | -2.1% |
| 30D | +1.8% | -2.9% | +4.7% | +1.2% |
| 3M | -2.2% | +15.2% | -17.4% | +1.7% |
| 6M | -32.1% | +42.3% | -74.4% | -25.3% |
| YTD | -28.6% | +28.2% | -56.8% | -22.6% |
| 1Y | -36.3% | +213.2% | -249.6% | -14.5% |
| 3Y | -74.4% | +184.6% | -259.1% | -58.3% |
| All | -74.4% | +181.4% | -255.8% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling