-100.0%
QID vs ARWR
-4.6%
-95.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | -0.1% |
| 7D | -11.8% | -17.9% | +6.1% | -14.4% |
| 30D | +14.2% | -18.9% | +33.1% | +11.0% |
| 3M | +8.8% | -46.0% | +54.7% | -0.2% |
| 6M | +1.5% | -40.3% | +41.8% | -4.7% |
| YTD | -23.8% | -29.0% | +5.2% | -25.7% |
| 1Y | -22.0% | +13.8% | -35.8% | -17.6% |
| 3Y | -71.9% | +74.9% | -146.8% | -65.2% |
| 5Y | -77.6% | -36.2% | -41.3% | -73.3% |
| 10Y | -99.1% | +1,028.0% | -1,127.1% | -98.1% |
| All | -100.0% | -4.6% | -95.4% | -100.0% |
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