+58.2%
QQQI vs ARWR
+141.7%
-83.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | +0.8% | -3.2% | +4.0% | +1.1% |
| 30D | +0.2% | -6.5% | +6.6% | +0.8% |
| 3M | +2.3% | +12.7% | -10.3% | +0.8% |
| 6M | +11.6% | +36.2% | -24.6% | +7.5% |
| YTD | +11.3% | +24.5% | -13.2% | +7.9% |
| 1Y | +17.4% | +198.0% | -180.6% | +3.0% |
| All | +58.2% | +141.7% | -83.5% | +28.8% |
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