-100.0%
QID vs ARWR
+74.8%
-174.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.6% | +1.7% | -2.3% | -0.4% |
| 30D | 0.0% | -0.7% | +0.7% | 0.0% |
| 3M | +3.7% | +14.9% | -11.2% | +6.7% |
| 6M | -29.9% | +32.6% | -62.5% | -25.6% |
| YTD | -28.8% | +30.0% | -58.8% | -24.4% |
| 1Y | -37.2% | +208.4% | -245.5% | -23.0% |
| 3Y | -73.7% | +208.8% | -282.5% | -64.6% |
| 5Y | -80.7% | +27.8% | -108.6% | -74.7% |
| 10Y | -99.1% | +1,107.6% | -1,206.7% | -98.2% |
| All | -100.0% | +74.8% | -174.8% | -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