-100.0%
QID vs ARWR
-0.3%
-99.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -15.3% | +8.5% | -9.2% |
| 7D | -0.8% | -17.3% | +16.6% | -3.4% |
| 30D | +20.1% | -21.5% | +41.6% | +16.1% |
| 3M | +11.8% | -43.8% | +55.6% | +3.2% |
| 6M | +5.5% | -32.3% | +37.8% | +1.0% |
| YTD | -21.5% | -25.8% | +4.3% | -23.0% |
| 1Y | -22.6% | +25.5% | -48.1% | -17.1% |
| 3Y | -72.3% | +84.1% | -156.4% | -65.4% |
| 5Y | -76.9% | -39.2% | -37.7% | -72.6% |
| 10Y | -99.0% | +1,072.4% | -1,171.4% | -98.0% |
| All | -100.0% | -0.3% | -99.7% | -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