+5.2%
QLD vs ARWR
+44.4%
-39.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.3% |
| 7D | -10.3% | -2.9% | -7.4% | -9.5% |
| 30D | -26.1% | -5.4% | -20.7% | -25.1% |
| 3M | -17.8% | -32.2% | +14.5% | -11.8% |
| 6M | -15.6% | -26.5% | +10.9% | -11.3% |
| YTD | +5.4% | -12.4% | +17.8% | +6.1% |
| 1Y | +5.2% | +46.9% | -41.6% | -0.2% |
| All | +5.2% | +44.4% | -39.2% | -0.2% |
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